Quantitative Developer

Key Responsibilities Multi-Exchange API Integration & Architecture. Design and build the integration layer that connects Zento to 10–20+ crypto exchanges (Binance, Bybit, OKX, Deribit, Delta Exchange, Hyperliquid, and others) via REST, WebSocket, and FIX 4.4 where applicable. Normalize venue-specific quirks, handle disconnects and rate limits gracefully, and build a connector framework that scales as we add venues. Order Management System (OMS). Architect and build the OMS in Python (Django/Flask backend, microservice-friendly) supporting multi-account, multi-venue order placement, cancellation, partial fills, acknowledgement tracking, and full audit trails. The OMS is the single source of truth for every order Zento sends to the market. Synchronized Cross-Exchange Execution. Design execution logic that fires legs of a funding arbitrage trade in parallel across multiple venues with tight synchronization, retry handling, partial-fill rebalancing, and atomic rollback when a leg cannot complete. Leverage trade-copier-style synchronized execution patterns adapted for cross-venue arb. Real-Time Funding Rate & Opportunity Scanners. Build the production scanners that ingest funding rates, mark prices, basis data, and order book depth from every supported venue. Implement opportunity ranking logic net of fees, slippage, capital costs, and withdrawal latency, and emit clean signals to the execution layer. Tick-by-Tick Data Pipelines. Build high-throughput WebSocket consumers and REST pollers that ingest tick-by-tick market data at scale. Normalize across venues, handle gaps and replays, persist to ClickHouse or equivalent for historical analytics, and feed real-time consumers (scanners, dashboards, risk engine) with minimal latency. Backtesting Engine. Design and maintain Zento's backtesting framework- historical replay of funding rates, mark prices, and order book state with realistic slippage and latency modeling. Make it possible for the quant team to validate any strategy against historical data with one command, and make backtest results reflect production reality faithfully. Low-Latency Execution & Performance Optimization. Use multi-threaded and asynchronous architecture in Python and C++ to minimize end-to-end execution latency. Profile hot paths, eliminate bottlenecks, and bring measurable latency reductions release over release. Pre-Trade & Runtime Risk Management Systems. Implement the risk checks that sit between the strategy and the exchange- exposure limits, position caps, leverage checks, kill switches, and circuit breakers. No order leaves the OMS without passing the risk layer. REST Middleware & Internal API Layer. Build the REST API surface that internal tools, dashboards, and the frontend consume- for order status, position state, balances, PnL, scanner output, and operator controls. Clean contracts, versioned, and well-documented. Strategy Execution Engine Framework. Build a pluggable strategy execution engine so the quant team can deploy new strategies without touching the OMS or connector layers. Define clear contracts between strategy code and the platform. Engineering Collaboration. Partner with the Head of Quant Strategy on translating strategies to production, with DevOps on deployment and reliability, with the frontend team on real-time data contracts, and with QA on testability and release readiness. Required Qualifications • 7+ years of experience as a Quantitative Developer, Algorithmic Trading Systems Engineer, or equivalent role building production trading infrastructure • Strong proficiency in Python (Django, Flask) and C++ for performance-critical components • Hands-on experience integrating with broker or exchange APIs across REST, WebSocket, and FIX 4.4 protocols • Demonstrable experience designing and shipping Order Management Systems (OMS) • Experience building trade copier or synchronized multi-account/multi-venue execution systems • Experience building backtesting engines for algorithmic trading strategies • Strong understanding of tick-by-tick market data pipelines, WebSocket stream handling, and high-throughput data ingestion • Microservices and distributed systems engineering- service boundaries, async communication, resilience patterns • Working knowledge of financial markets in at least one asset class (Equity, F&O, Forex, or Crypto Derivatives) • Track record of measurable latency reduction or performance optimization in trading systems • Strong Git, code review, and CI/CD hygiene • Comfortable taking architectural ownership of a complex system and being accountable for its reliability in production Preferred Qualifications • Hands-on experience with crypto derivatives integration (Binance, Bybit, OKX, Deribit, Delta Exchange, Hyperliquid, dYdX) • Prior experience integrating FIX 4.4 connectivity in UAE, GCC, or other regulated market environments • Experience with MT4/MT5 Manager APIs, MQL5, and forex/CFD trading infrastructure • Founder, lead engineer, or solo-architect experience on a trading product (you have built something from scratch end-to-end) • ML or NLP work for trading signals — XGBoost, sentiment analysis, trend prediction, or similar applied projects • Experience building real-time trading dashboards or operator-facing tools • Experience with VPS-based deployment, low-latency hosting, and exchange-proximity infrastructure • Open-source contributions, public technical writing, or a public GitHub footprint of trading-system work • Familiarity with funding rate mechanics, basis trading, or cross-exchange arbitrage strategies Why Join Us? • You will architect the trading systems backbone of Zento — your work is the foundation every strategy depends on • Direct collaboration with the Head of Quant Strategy, CTO, and the rest of a senior, ownership-driven team • Modern stack: Python, Django, Flask, C++, ClickHouse, Postgres, Redis, Docker, AWS, with Rust and Azure on the roadmap • Real capital flowing through your systems — fast feedback, measurable impact, no theoretical projects • Competitive base compensation, performance-linked bonuses tied to live trading outcomes, and comprehensive benefits • Flexible remote/hybrid arrangement with our primary office in the UAE; relocation support available for the right candidate • Clear growth path toward Principal Engineer or Head of Trading Engineering as the platform scales Ideal Candidate • Has built trading systems end-to-end from scratch — not just maintained someone else's stack • Obsessive about reliability and latency in equal measure — knows that an arb strategy lives or dies on execution quality • Comfortable working across the full vertical: API connectors, OMS, risk layer, execution logic, data pipelines, dashboards • Strong written and verbal communicator — can document architecture decisions and explain them to non-engineers • Founder mentality — takes ownership of outcomes, not just tasks • Curious about the underlying domain — crypto market structure, funding rates, basis, microstructure — and willing to go deep • Energized by building from a clean slate at a firm where their architectural decisions will compound over years