Senior Quantitative Developer (Backend)

Company Overview

Enflux is focused on revolutionizing market making in the cryptocurrency industry. Our approach brings a unique, transparent twist to crypto trading, leveraging advanced technology to enhance market efficacy. We are committed to providing innovative infrastructure and services that empower our clients and advance the integrity of cryptocurrency markets.

Position Summary

We are seeking a Quantitative Engineer with a comprehensive background in system design, programming (Python, C/C++), Kubernetes, Grafana, Docker, AWS, and expertise in time-series and SQL databases. This role involves developing robust trading and analytics infrastructure, with a specific focus on exchange connectors, data processing pipelines, and strategy development for the cryptocurrency market. A deep understanding of trading concepts such as order books, matching engines, and futures markets is essential. You would be working directly with the founders of Enflux, managing a large chunk of the technological process and progress of the company.

Key Responsibilities

·     Design and maintain state-of-the-art trading and analytics infrastructure.

·     Develop CEX and DEX exchange connectors for real-time data processing and execution in crypto markets.

·     Build and optimize data processing pipelines, particularly using time-series databases (InfluxDB, DolphinDB).

·     Formulate and refine trading strategies based on feedback.

·     Implement system design principles to ensure modularity and scalability of the infrastructure.

·     Manage Kubernetes clusters and employ Docker in AWS cloud environments.

·     Utilize Grafana for monitoring and analysis, and SQL for data querying and manipulation.

·     Uphold and advance DevOps practices, including continuous integration and deployment.

Qualifications

·     Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or a related field.

·     Minimum of 4 years of experience in Python

·     Minimum of 2 years of experience in quantitative engineering.

·     Demonstrated experience with Kubernetes, Docker, and AWS.

·     Expertise in time-series databases (InfluxDB or DolphinDB) and SQL.

·     Strong understanding of trading concepts like order books, matching engines, and futures markets.

·     Solid background in DevOps and system design.

·     Excellent problem-solving, analytical, and communication skills.

Preferred Qualifications

·     2 years of experience in C or C++ programming languages.

·     Experience in high-frequency trading in crypto or traditional financial markets.

·     Familiarity with financial data, algorithmic trading, and market analysis.

Benefits

·     Fully Remote

·     Competitive salary and performance bonuses.

·     Flexible working hours and a fully remote position.

·     Opportunities for professional growth and skill development.

Application Process

Interested applicants should submit a resume to valentin@enflux.io

Selected candidates will be contacted for the interview process.