High-frequency quantization system development engineer 高频量化系统开发工程师

What you'll do Understand and deeply analyze the requirements of quantitative business and high-frequency trading, design, develop and optimize high-performance strategy trading systems and related infrastructure; Develop and maintain high-concurrency and low-latency trading platform components, including order management, market data collection, etc. Work closely with strategy researchers/traders to develop quantitative strategy modules that support backtesting and live trading deployment based on strategy requirements, and participate in the analysis and optimization of strategy results. Continuously optimize the system architecture, reduce transaction latency, and enhance system stability and throughput performance; Participate in the design and implementation of the platform's automated operation and maintenance, monitoring and alarm system, and quickly locate and solve system problems in the production environment. Pay close attention to the latest technological developments in the field of high-frequency quantification and promote the application and implementation of advanced technologies in our own systems. What you'll need Bachelor's degree or above, with a background in computer Science, software Engineering, electronic engineering, mathematics or related fields; More than five years of experience in developing quantitative trading systems, with research and development experience in high-frequency/quantitative market-making systems in the fields of stocks, futures, options, or digital assets, and experience in API integration and protocol parsing for mainstream CEX/DEX exchanges. Proficient in at least one mainstream programming language (such as C++/Java/Python/Golang, etc.), with practical experience in high-performance programming, low-level optimization or asynchronous/multithreaded programming; Be familiar with the implementation and optimization methods of order management, risk control, automatic collection of market conditions, low-latency network communication, etc. A deep understanding of data structures and algorithms is required. Candidates with practical experience in time series databases, distributed systems, in-memory databases, etc. are preferred. Familiar with the Linux operating system, proficient in mainstream databases (such as MySQL, Redis, etc.), and have experience in implementing or configuring monitoring tools such as automated operation and maintenance, Prometheus, and Grafana; Emphasize code quality and system stability, possess system-level testing and performance analysis capabilities, and those with DevOps/CI/CD experience are preferred. Possessing excellent communication skills and a strong sense of teamwork, with a strong learning ability and the ability to solve problems independently. 岗位职责： 理解并深入分析量化业务及高频交易需求，设计、开发和优化高性能策略交易系统及相关基础设施； 开发、维护高并发、低延迟的交易平台组件，包括订单管理、行情采集合等； 与策略研究员/交易员紧密合作，根据策略需求研发支持回测、实盘部署的量化策略模块，参与策略结果分析与调优； 持续优化系统架构，降低交易延迟，提高系统稳定性与吞吐性能； 参与平台自动化运维、监控及告警体系的设计与实现，快速定位和解决生产环境中的系统问题； 关注最新高频量化领域的技术发展，推动先进技术在自有系统中的应用落地。 任职要求： 本科及以上学历，计算机科学、软件工程、电子工程、数学或相关专业背景； 五年以上量化交易系统开发经验，有股票、期货、期权、或数字资产等领域高频/量化做市系统研发经历，具备主流CEX/DEX交易所API对接和协议解析经验； 熟练掌握至少一门主流编程语言（C++/Java/Python/Golang等），对高性能编程、底层优化或异步/多线程编程有实际经验； 熟悉订单管理、风控、行情自动采集、低延迟网络通信等相关实现及优化方法； 深入理解数据结构与算法，有时序数据库、分布式系统、内存数据库等实际经验者优先； 熟悉Linux操作系统，掌握主流数据库（如MySQL、Redis等），具备自动化运维、Prometheus、Grafana等监控工具实施或配置经验； 注重代码质量和系统稳定性，具备系统级测试与性能分析能力，有DevOps/CI/CD经验者优先； 拥有良好的沟通能力和团队协作精神，具备较强的学习能力和独立解决问题能力；