Quant Trading Developer (DEX/CEX) Toronto, Canada

Location: Toronto, ON, Canada

• Trading: 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.

• Trading track record: 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.

• 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.