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High-Speed Crypto Quantitative Developer

NJF Global Holdings Ltd
London
3 days ago
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Job Specification: High-Speed Crypto Quantitative Developer


Confidential Firm | 3–5 Years Experience


Role Summary


Architect low-latency, thread-safe C++ execution engines for statistical arbitrage and market making to capture high-frequency opportunities in crypto markets.


Key Responsibilities


  • Strategy Implementation: Build optimized C++ execution engines for spread trading, targeting micro-latency opportunity windows.
  • Concurrency & Safety: Architect thread-safe systems for massive asynchronous throughput; identify and resolve race conditions to prevent state mismatches and position blow-ups.
  • Rigorous TDD: Enforce system stability via Test Driven Development (Unit, Regression, Integration) and mandatory automated test suites.
  • Data Architecture: Construct high-performance pipelines using zero-copy serialization (e.g., FlatBuffers) to minimize parsing latency.
  • Liquidity Management: Program dynamic liquidity logic based on book pressure to mitigate toxic flow.


Technical Proficiency


Core C++ & Concurrency

  • Low-Level C++: Mastery of memory models, atomics, and memory barriers to achieve lock-free concurrency.
  • Queue Systems: Ring/Circular Buffers, Lock-Free Queues, Bounded Blocking Queues, and SPSC/MPSC configurations.


Data Structures & Algorithms

  • Order Book Management: Red-Black Trees, AVL Trees, Skip Lists, Intrusive/Doubly Linked Lists, Flat Arrays.
  • Lookup & Indexing: Open-Addressing, Linear Probing, and Robin Hood Hash Maps; Tries (Radix Trees), Judy Arrays.
  • Strategy & Analytics: Rolling Window Buffers, Deques, Binary Heaps (Priority Queues).
  • Memory Management: Object Pools, Free Lists, Memory Arenas.


Mathematical Foundations

  • Conditional Probability, Expected Value, Markov Chains, Law of Large Numbers.


Candidate Profile

  • Education: Computer Science degree preferred (focus on OS, architecture, testing) over pure Mathematics.
  • Pedigree: Top 1% academic background in Computer or Computational Science.
  • Hardware Sympathy: Instinctive understanding of data access patterns and L1/L2/L3 cache locality to minimize misses.
  • Engineering Discipline: Strong advocate for TDD to accelerate development cycles and reduce debugging.
  • Ranker/winner: ICPC, TCO, GCJ, Codeforces, Battlecode, CUATS, IOI, IMC, MCM/ICM, IMO, etc

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