Quant Trading Developer (DEX/CEX) Toronto, Canada

Toronto, ON, Canada

Full-time

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Job details

Job type: Full-time
Apply by: Jan 17, 2027
Posting language: English
Posted: Oct 19, 2026

Original job description

About the role
We are a global proprietary trading firm trading across multiple asset classes. We are hiring a quant trading developer for our crypto desk to trade across DEX and CEX venues, with a primary focus on on-chain execution on DEXs (i.e. Hyperliquid). This role builds nodes, writes execution code, reduces latency and owns end to end from infrastructure to live P&L.

Key responsibilities

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.

Requirements

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.

Strongly preferred

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.

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More about this job

Responsibilities

Develop and automate systematic trading strategies on DEX and CEX venues while managing live risk and P&L. Build and maintain high-performance node infrastructure and execution code to minimize latency across the tick-to-trade path.

Requirements

Requires 3+ years of experience in live quantitative or systematic proprietary trading with direct P&L responsibility. Candidates must have hands-on experience with on-chain node architecture, RPC, WebSocket feeds, and low-latency execution techniques.

Skills

Python
Rust
C++
Go
Quant Trading
DEX
CEX
Hyperliquid
Latency Optimization
Node Infrastructure
Market Data Handling
Order Routing
Risk Management
Perpetual Futures
RPC
WebSocket

Visa sponsorship

Not detected in the job text

Keywords

Quant Trading Developer
Proprietary Trading
DEX
CEX
Hyperliquid
Arbitrage
Liquidations
Funding Capture
Node Infrastructure
Latency
Jitter
Throughput
Tick-to-trade
Market-data Handlers
Order Books
Order-routing
Risk Controls
Perpetual Futures
Leverage
RPC
WebSocket
Transaction Signing
Smart Contract
Python
Rust
C++
Go
HFT
Lock-free Structures
Ring Buffers

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