Senior Quant Developer & Algorithmic Trading Systems Engineer

Overview

Zento Era is creating a high-grade institutional platform focused on crypto funding arbitrage and cross-exchange trade execution. As a Senior Quant Developer, you will be responsible for designing and implementing the order management system (OMS), multi-exchange integration layers, a synchronized execution engine, and real-time market data pipelines that identify key funding and basis arbitrage opportunities. Collaboration with the Head of Quant Strategy will be critical to transform trading strategies into robust production code, ensuring the reliability and low latency of live trading systems.

Key Responsibilities

• Develop a resilient, extensible integration layer connecting Zento to over 10 exchanges (including Binance, Bybit, OKX, Deribit, Hyperliquid) using REST, WebSocket, and FIX 4.4 protocols.
• Create the OMS with Python (Django/Flask), supporting multiple accounts and venues, covering order placement, cancellation, partial fills, acknowledgement tracking, and full audit logging.
• Design synchronized cross-venue execution logic that executes arbitrage legs concurrently with capabilities for retries, partial-fill rebalancing, and atomic rollbacks if necessary.
• Build continuous real-time scanners to ingest funding rates, mark prices, basis metrics, and order book depth from all venues, ranking opportunities net of fees, slippage, and capital expenditure.
• Implement high-throughput WebSocket consumers and REST pollers that normalize tick-level market data, store it in ClickHouse, and deliver minimal-latency feeds to consuming services.
• Maintain a backtesting framework for historical replay of market states, including funding rates and order book conditions with realistic slippage and latency simulations.
• Leverage multi-threaded, asynchronous Python and C++ code to reduce execution latency, with ongoing profiling and measurable performance enhancements.
• Develop the pre-trade and runtime risk management layer: enforce exposure limits, position caps, leverage constraints, kill switches, and circuit breakers to ensure safety before orders order reaching exchanges.
• Construct an internal REST API and a modular strategy execution engine to allow quant teams to deploy new strategies without changes to the OMS or integration layers.

Qualifications & Experience

• Minimum 7 years experience as a Quantitative Developer, Algorithmic Trading Systems Engineer, or a similar role building live trading infrastructure.
• Advanced proficiency in Python (including Django and Flask frameworks) and C++ for high-performance components.
• Practical experience integrating broker or exchange APIs utilizing REST, WebSocket, and FIX 4.4 standards.
• Proven track record designing and deploying Order Management Systems.
• Background in developing trade copying or synchronized multi-account and multi-exchange execution systems.
• Experience constructing backtesting platforms for algorithmic trading strategies.
• In-depth understanding of tick-level market data pipelines, WebSocket stream processing, and ingesting large volumes of data efficiently.
• Solid knowledge of microservices and distributed system designs covering service segregation, asynchronous communication, and fault tolerance.
• Familiarity with one or more financial asset classes such as Equities, Futures & Options, Forex, or Crypto Derivatives.
• Demonstrable history of performance improvements and latency minimization in trading systems.

Additional Desired Skills

• Hands-on experience working with crypto derivatives platforms such as Binance, Bybit, OKX, Deribit, Delta Exchange, Hyperliquid, or dYdX.
• Exposure to FIX 4.4 connectivity within UAE, GCC, or similarly regulated markets.
• Knowledge of MT4/MT5 Manager APIs, MQL5, and forex/CFD ecosystem.
• Experience as a founder, lead engineer, or sole architect in building end-to-end trading products.
• Applied ML or NLP techniques related to trading signals, including methods like XGBoost, sentiment analysis, or trend prediction.
• Experience with virtual private server deployments targeting low-latency hosting close to trading venues.
• Contributions to open-source projects or public GitHub repositories involving trading systems.