About this role
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
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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.
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Network-level latency: hands-on co-location near exchange matching engines, network/route optimisation, NIC/socket tuning. Kernel bypass is a strong plus.
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Measurable results: a proven record of reducing latency in live production, with numbers (µs/ms).
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Multi-exchange: built systems connected to multiple CEXs/DEXs at the same time.
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C++ or Rust required. Python or Go is a plus.
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Low-latency skills: CPU pinning, lock-free structures, ring buffers, async event loops.
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Bachelor’s degree in CS, Engineering, Maths or a related field.
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Strongly preferred
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Cross-exchange arbitrage experience (CEX-CEX / CEX-DEX).
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Self-hosted nodes (Hyperliquid, Solana, EVM) built to speed up execution.
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Knowledge of perpetuals, funding, fees and rebates.