Systems/Infra/Data/Platform Engineer - Exchange Feed & Orderbook Systems

Overview

Batonics builds high-throughput quantitative trading and research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market‑microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low‑latency systems. We’re looking for a part‑time engineer to help develop end‑to‑end quantitative trading and research systems, including high‑frequency trading (HFT) platforms.

Responsibilities

Develop end‑to‑end quantitative trading and research systems, including HFT platforms. Collaborate on low‑latency optimization, real‑time data pipelines, and infrastructure reliability. Contribute to formal verification and rigorous testing.

Skills

Market microstructure & data validation – trade classification, order flow toxicity (VPIN, Kyle’s lambda), depth/imbalance features, invariant testing, synthetic ground truth, cross‑source reconciliation.

Sub‑millisecond latency optimization – CPU cache/NUMA, SIMD (AVX2/AVX‑512), vectorization, I/O tuning, lock‑free atomics, contention profiling (TSAN, perf).

Real‑time data pipelines – ultra‑low latency ingestion (Aeron, Chronicle Queue), burst tolerance, backpressure handling.

Database systems – transactional correctness, ClickHouse, Redis, KDB+/Q, TimescaleDB, migrations.

GPU compute & numerics – CUDA, cuBLAS, floating‑point stability, mixed precision, GPU‑accelerated charting (WebGPU, Vulkan).

Infrastructure & reliability – Kubernetes, Terraform, policy‑as‑code (OPA, Kyverno), SRE practices, chaos testing (Litmus, Gremlin), autoscaling.

Security & secrets management – applied crypto, sandboxing (seccomp, AppArmor), Vault, incident response, strategy/code protection.

Build systems & CI/CD – Bazel, CMake, Nix, reproducible builds, static analysis (clang‑tidy, Coverity), deployment rollbacks, monitoring (Prometheus, Grafana).

Formal methods & rigorous testing – model checking (TLA+, Alloy), property‑based testing (Hypothesis, QuickCheck), fuzzing (AFL, libFuzzer).

Edge case handling – auction transitions, trading halts, sequence gaps, crossed/locked books, self‑trade prevention.

Direct HFT/exchange experience – prop shops (Jump, Citadel, Jane Street, HRT, Tower, Optiver) or exchange tech (NYSE, NASDAQ, CME).

Process

• Show me something you’ve built (preferably using AI tools) and describe your stack. Send to [email protected]
• Interview.
• Task(s) (1–2 hrs).
• (Optional) Go head‑to‑head with me where we both tackle a multi‑tier coding challenge (AI tools allowed).
• Follow‑up chat.
• Decision.

Seniority Level

Entry level

Employment Type

Full‑time

Job Function

Information Technology

Industry

Investment Management