Quant Trading Developer (DEX/CEX) Toronto, Canada

About the role

We are a global proprietary trading firm trading across multiple asset classes. We are hiring a quant trading developer for our crypto desk to trade across DEX and CEX venues, with a primary focus on on-chain execution on DEXs (i.e. Hyperliquid). This role builds nodes, writes execution code, reduces latency and owns end to end from infrastructure to live P&L.

Key responsibilities

Develop, automate, and trade strategies on Hyperliquid with the firm’s capital, i.e. arbitrage, liquidations, and funding capture, and own the resulting P&L. Live risk: Manage positions, leverage, margin, and funding exposure in real time within risk limits. Node infrastructure: Build and run self-hosted DEX (i.e. Hyperliquid) or other nodes and the execution infrastructure used for live trading.

Latency: Measure and reduce latency, jitter, and throughput bottlenecks across the full tick-to-trade path, including node sync, market-data handling, network connectivity, order signing, and order submission. On-chain execution code: Build and maintain market-data handlers, internal order books, and order-routing logic for Hyperliquid and other on-chain venues.

Monitoring and controls: Build latency analytics (order round-trip, market-data delay, fill quality) and risk controls i.e. kill switches and position limits.

Requirements

3+ years track of live quant or systematic prop trading with direct P&L responsibility, i.e. running systematic strategies on perpetual futures and managing positions, leverage, and funding in real time. On-chain node experience: Has built and run a node on Hyperliquid or other DEX. Able to explain in depth its architecture, bottlenecks, and the latency trade-off.

On-chain coding: Strong hands-on with RPC, WebSocket feeds, transaction signing, and smart contract interaction. Python required; Rust, C++, or Go is a strong plus. Latency: Proven record of measuring and reducing execution latency in production. Hands-on with latency profiling, network-level latency, and system tuning such as CPU pinning and async event loops.

Deep understanding of perpetuals, fundings, leverage, liquidations, and on-chain order books. Solid grasp of exchange microstructure, i.e. order types, order-book events, rate limits. Bachelor’s degree or above in Computer Science, Engineering, Finance, Mathematics, or a related quantitative field. Strongly preferred Trading experience across both DEX and CEX venues, including cross-venue arbitrage.

Background in low-latency or HFT trading, including low-latency techniques i.e. lock-free structures and ring buffers.