POSITION OVERVIEW:
We are seeking a highly accomplished Senior Quantitative Developer to take a pivotal role in the design, development, and evolution of our next-generation CEX and DEX trading platform.

This is a high-impact engineering role for an individual who combines robust software engineering expertise with a deep understanding of digital-asset markets, market microstructure, exchange connectivity, and real-time trading systems.

KEY ACCOUNTABILITIES:
Trading Systems & Quantitative Infrastructure:
Architect, develop, and optimize low-latency trading systems using up-to-date C++ and Python.
Design highly reliable infrastructure supporting market data, order management, execution, market making, arbitrage, risk management, liquidation, and systematic trading.
Develop scalable and resilient systems capable of operating reliably under high-throughput, real-time market conditions.
Translate quantitative concepts and trading requirements into robust, production-grade technology.
Market Data & Exchange Connectivity:




Design and maintain real-time market-data and order-book infrastructure across CEX and DEX venues.
Ensure market-state accuracy and consistency during high message volumes, sequence gaps, connectivity disruptions, and other adverse conditions.
Develop and maintain exchange connectivity using WebSocket, REST, and FIX.
Implement robust mechanisms for authentication, reconnection, rate-limit management, order lifecycle management, and execution reporting.
Strategy Engineering & Execution:
Partner with quantitative researchers and traders to transition strategies from research and backtesting into production.
Support the development and deployment of: - Market-making strategies, - Arbitrage strategies, - Execution strategies, - Systematic trading strategies
Build the infrastructure required for simulation, testing, live deployment, monitoring, and continuous strategy optimization.
Analyze execution performance and identify op

📌 Senior Quantitative Developer Changodar (India)
🏢 Svitch Energy
📍 India