We’re looking for an elite Quantitative Systems Engineer who can architect, simulate, and build the core of our Perpetuals and AMM engine — the same level of sophistication seen in platforms like Hyperliquid, Drift, and dYdX v4.

You’ll design the systems that power on-chain trading with sub-second latency, tight spreads, and scalable liquidity.

What You’ll Do

Architect and implement high-performance trading infrastructure (matching engine, margin systems, funding rate models, risk & liquidation logic).
Design and optimize AMM and hybrid vAMM/order-book models for perps and spot markets.
Simulate liquidity and volatility to minimize spreads and maximize execution quality.
Build and maintain scalable data streams using Rust, Golang, Kafka, and Redis.
Work closely with the quant and product teams to translate mathematical models into production systems.
Profile, benchmark, and optimize critical paths for latency and throughput.
Contribute to the design of our custom Solana-based execution layer / rollup.

What You’ll Need

5–10+ years in backend, trading infrastructure, or quant systems engineering.
Mastery of Rust, Golang, or C++ — deep understanding of systems-level performance.
Strong background in math, finance, or physics (AMM design, risk models, funding rates).
Experience building DEXs, perps, or HFT-style trading engines.
Understanding of DeFi primitives: oracles, collateral management, liquidation mechanics.
Proven ability to design, simulate, and optimize AMM curves and liquidity models.
Obsessed with latency, correctness, and efficiency.

Apply here 👉 Quantitative Systems Engineer

Apeing AI

Quantitative Systems Engineer

Remote

Developer

Engineering

Remote

Web3

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engineering Salary

remote Salary

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