- Where
- Shenzhen, Shenzhen, China
- Level
- Mid
Location: Shenzhen Office
About the role
Build and speed up our blockchain cross-exchange arbitrage systems across CEXs and DEXs (Bybit, Hyperliquid etc). The goal is to be faster than competing arbitrageurs while keeping production stable.
Responsibilities
Design the multi-venue HFT arbitrage platform: market data, order-book normalisation, opportunity detection, multi-leg execution and hedging.
Cut tick-to-trade latency to each venue through co-location, cloud-region placement, network/route optimisation and WebSocket/API tuning.
Speed up on-chain execution through self-hosted nodes, RPC and transaction propagation.
Profile and remove latency, jitter and throughput bottlenecks (network, kernel, serialisation, event loops).
Handle partial fills, leg risk, rate limits and venue outages.
Build monitoring, kill switches and alerts.
Requirements
Blockchain trading-side experience: 2+ years building trading systems for a crypto HFT or trading firm (market maker, prop shop, arbitrage desk). Exchange-side or TradFi-only backgrounds are not suitable.
Network-level latency : hands-on co-location near exchange matching engines, network/route optimisation, NIC/socket tuning. Kernel bypass is a strong plus.
Measurable results : a proven record of reducing latency in live production, with numbers (µs/ms).
Multi-exchange : built systems connected to multiple CEXs/DEXs at the same time.
C++ or Rust required. Python or Go is a plus.
Low-latency skills : CPU pinning, lock-free structures, ring buffers, async event loops.
Bachelor’s degree in CS, Engineering, Maths or a related field.
Strongly preferred
Cross-exchange arbitrage experience (CEX-CEX / CEX-DEX).
Self-hosted nodes (Hyperliquid, Solana, EVM) built to speed up execution.
Knowledge of perpetuals, funding, fees and rebates.