We are looking for a Quantitative Developer to build and optimize high-performance trading systems with a focus on trade execution, order management systems (OMS), and low-latency infrastructure. You will work closely with traders, quants, and infrastructure teams to design systems that directly impact trading performance and PnL.
Key Responsibilities
● Design and develop low-latency trade execution systems and order management systems (OMS)
● Build and optimize high-frequency trading (HFT) infrastructure for performance and scalability
● Develop exchange connectivity, execution gateways, and market access components
● Improve network performance and latency through kernel/network stack optimizations
● Build and maintain real-time data pipelines for market data ingestion and processing
● Work on multithreaded and distributed systems for high-throughput environments
● Collaborate with quant researchers and traders to translate strategies into production systems
● Perform performance profiling, benchmarking, and system tuning
● Ensure system reliability, fault tolerance, and monitoring in live trading environments
Requirements
Requirements
● 3–5 years of experience in quantitative development / low-latency systems / trading infrastructure
● Strong programming skills in C++ (preferred) or Java/Python (performance-critical systems exposure required)
● Hands-on experience with Trade execution systems / OMS, HFT or low-latency trading systems, exchange connectivity (FIX, binary protocols, market data feeds)
● Solid understanding of multithreading, concurrency, and memory optimization, linux systems programming, network programming (TCP/UDP, sockets, kernel bypass – DPDK/Solarflare is a plus)
● Experience in network optimization and latency reduction techniques Quantitative Developer
● Exposure to real-time data pipelines / streaming systems
● Strong problem-solving and debugging skills in performance-critical environments
Benefits
● Work on cutting-edge low-latency trading systems
● Direct impact on trading performance and revenue generation
● High learning curve with exposure to quant research + execution stack
● Competitive compensation with performance-linked upside
Delta Exchange is a high-performance digital asset derivatives exchange.
Founded in 2018, Delta is backed by marquee investors like Aave, Kyber Network, SinoGlobal Capital, QCP, LuneX, Gumi Cryptos, BR Capital, CoinFund and more.
Delta offers Futures, Perpetuals & Options trading across Bitcoin and leading Altcoins with up to 100x leverage.
Delta also has a suite of innovative product offering like Interest Rate Swaps, Calendar Spreads, Turbo Options and Robo Trading Strategies.
Our mission is to accelerate the advancement of the cryptocurrency financial system by building a highly-liquid and trusted derivatives trading platform developed to serve both retail and institutional traders.
With a powerful matching engine, an intuitive interface, advanced order types and lightning-fast APIs, Delta provides access to an institutional-grade trading platform built for the digital asset markets.
