About the Role
Design and build exchange-grade trading infrastructure at the intersection of low-latency market microstructure and crypto-native execution. Deep in the hot path, requires mastery of order books, matching engines, exchange connectivity, hardware-aware systems optimization, and production-grade engineering. You'll own the architecture and implementation of mission critical Rust parts, pushing every microsecond out of the system without sacrificing determinism, reliability, or market integrity.
What You'll Do
- Matching Engine Design: Architect and implement a state-of-the-art Rust order book / matching engine for ultra-low-latency trading and settlement workflows
- Market Microstructure: Design and evolve matching rules, queueing semantics, order types, cancel/replace behavior, auctions, trade reporting, and market data behavior with a deep understanding of real-world venue design
- Hot-Path Performance Engineering: Optimize memory layout, cache locality, allocations, branch prediction, lock contention, NUMA behavior, and tail-latency across the critical execution path
- Networking & Packet Processing: Own exchange-style connectivity, custom wire protocols, UDP/TCP and multicast transport, kernel-bypass or user-space networking paths, and ultra-low-latency packet delivery
- Reliability & Risk Controls: Build systems that are not only fast, but safe: deterministic replay, kill switches, risk checks, fault isolation, observability, and resilience under extreme market conditions
- Hardware / Software Co-Design: Work close to the metal across Linux internals, NIC behavior, CPU topology, hardware counters, and accelerator or FPGA interfaces where they materially improve performance
- Technical Leadership: Set engineering direction for the stack, mentor other engineers, and partner closely with protocol, platform, and product teams on architecture and execution
- Market Design Strategy: Evaluate when a CLOB is the right answer and when auctions, RFQ, batching, or hybrid models are better, then architect the system accordingly
Must-Haves
- Deep expertise in order books, matching engines, exchange connectivity, and electronic market microstructure
- 8+ years building performance-critical low-latency systems in C++, C, or Rust on Linux
- Proven ownership of hot-path systems at a top HFT, exchange, prime broker, or market-infrastructure firm
- Strong command of network protocols, market data and order-entry interfaces, user-space packet processing, and Linux networking
- Fluency in modern CPU architecture, cache hierarchies, memory models, concurrent design, profiling, and tail-latency optimization
- Ability to architect robust systems with strong correctness, risk, and operational discipline
- Strong technical judgment, communication, and staff-level leadership
Nice to Haves