Interdax is building a 3rd generation digital asset exchange. Our team comes from top HFTs and exchanges like Nasdaq and NYSE, as well as from well known firms in the blockchain space.

In this role you will join our Risk Engine team, responsible for order routing, risk checking, positions, PNL calculations, and derivatives calculations. You'll be working with our Core and Matching Engine team to deliver an ultra low latency trading system ready to scale to millions of orders per second.


Responsibilities

  • Architect and build resilient trading microservices in Kdb+/q as part of a distributed systems platform
  • Incorporate high-level architectural knowledge of performance factors and low-level tuning
  • Maintain and optimise a highly performant RDBMS architecture
  • Suggest improvements to further increase the high availability of Interdax's trading and risk systems

Requirements

    • 4+ years of experience at a Hedge Fund or Investment Bank doing Kdb+/q
    • Advanced understanding of high-performance and high-availability coding techniques
    • Ability to effectively decompose large systems, and develop a thorough understanding of component interactions
    • Experience with concurrency, multi-threading, and event driven architectures
    • BS, MS or PhD in CS or related technical discipline or equivalent practical experience.

    Bonus Points

    • Experience or interest in crypto markets
    • Experience in derivatives financial engineering and trading

    Compensation and perks

    • Competitive salary
    • Profit sharing (0.10 - 0.30%)
    • 
Fully remote

    • Flexible work hours
    • 
Unlimited Vacation Policy
    • 
Startup culture
    • 
Team getaways