Quantitative Engineer

Ho Chi Minh

IT

Full-time

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Key Responsibilities

  • Design and implement automated arbitrage strategies (CEX-DEX, cross-exchange, cross-market)
  • Build and optimize low-latency execution engines for cross-exchange arbitrage opportunities
  • Develop real-time market data processing systems to identify and capitalize on price discrepancies
  • Integrate with multiple CEX APIs (OKX, Binance, etc.) and DEX protocols across EVM and Solana
  • Implement order routing logic to minimize slippage and execution costs
  • Build monitoring and analytics systems to track strategy performance, PnL and risk metrics
  • Collaborate with quants to backtest, simulate and deploy new arbitrage strategies

Required Qualifications

Experience

  • 35 years in backend development with strong Golang/Rust expertise
  • Proven experience building systems with strict latency requirements (<100ms execution paths)
  • Proven experience with CEX APIs and WebSocket streaming data

Preferred Qualifications

Experience

  • Prior work in trading, HFT or market-making systems
  • Blockchain/Web3 development (Ethereum or Solana)
  • Familiarity with statistical arbitrage or quantitative trading strategies
  • Experience with async Rust (Tokio)

Industry Knowledge

  • Deep understanding of DeFi ecosystems, DEXs and AMM mechanics
  • Familiarity with CEX trading APIs and order types
  • Understanding of gas optimization, MEV protection and transaction simulation

Technical Stack

Primary Languages: Golang, Rust

Blockchain Networks: Ethereum, Solana

Exchanges: CEXs (OKX, Binance), DEXs (EVM & Solana-based)

Key Technologies: WebSocket, async programming (Tokio), real-time data processing

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