资深交易策略开发工程师，流动性平台

The role

You will design, build, and maintain scalable, low-latency trading infrastructure and microservices for 24/7 crypto markets. You will develop core services including strategy and execution engines, automated quoting robots, and risk and analysis systems.

What you will do

• Design, build, and maintain scalable, fault-tolerant, low-latency trading infrastructure and microservices.
• Build and maintain connections with centralized exchanges, DeFi venues, and counterparties using FIX 5.0+, WebSocket, HTTP/2, and REST.
• Develop core services including strategy and execution engines, automated quoting and trading robots, and order execution and position tracking.
• Design and optimize high-throughput order execution for sub-millisecond latency.
• Build real-time market data pipelines to aggregate order books and price information.
• Implement pre-trade risk controls, circuit breakers, rate limiters, and risk calculations.
• Implement robust monitoring, alerting, and auto-recovery for 24/7 trading environments.
• Build reliable data models, reconciliation processes, and data quality controls.
• Use garbage-free coding and lock-free concurrency to eliminate latency hotspots.
• Collaborate with liquidity managers, product managers, traders, risk, finance, and operations teams.

Required qualifications

• Bachelor's degree or above in STEM fields such as Computer Science, Engineering, Mathematics, or Physics.
• 3–8 years of software or data engineering experience.
• Proficiency in one or more of Java (17+), Rust, C++, or Python.
• Deep understanding of high-performance, low-latency distributed systems and multi-threading/concurrency programming.
• Familiarity with JVM internals and GC behavior.
• Practical experience with FIX 5.0+, WebSocket, HTTP/2, and REST API.
• Ability to optimize network protocols and TCP/UDP.
• Solid SQL skills including MySQL or PostgreSQL table design and performance tuning.
• Experience with Redis and Kafka.
• Familiarity with Linux/Unix environments.
• Knowledge of Docker, Kubernetes, CI/CD pipelines, and cloud platforms (AWS, AliCloud, GCP) or on-premises infrastructure.
• Understanding of market microstructure, order lifecycle, PnL, margin, leverage, and market risk.

Nice to have

• Finance background.
• Experience in trading, OMS, middle/back-office, or latency-sensitive systems.
• Experience in proprietary trading, market making, quantitative research, or front-office technology at trading institutions, banks, or investment firms.
• Experience with execution algorithms (TWAP, VWAP, Iceberg, Sniper, Smart Order Routing) and backtesting/strategy simulation frameworks.
• Experience with low-latency tools and IPC such as Aeron, Chronicle Queue, Disruptor, shared memory messaging, Agrona Collections, Protocol Buffers, or SBE.
• Familiarity with Spring, Netty, and other frameworks/libraries.
• Experience with modern data platforms (Spark/PySpark, Iceberg, ClickHouse, InfluxDB), workflow orchestration (Airflow, Celery), or machine learning tools (MLflow, TensorFlow).
• Experience with event contracts or prediction markets.
• Agentic programming capability using AI programming tools (e.g., Claude Code, Codex).
• Risk and compliance experience.

About the company

ogroup's liquidity platform provides cutting-edge technology covering all aspects of trading platforms, including low-latency connections, automated quoting and trading robot strategy services, and high-frequency data collection and analysis.