Java Quantitative Developer

We are looking for candidates with expertise in market-making or algorithmic trading, possessing a deep understanding of order book dynamics and pricing techniques. A proven track record in Java programming, particularly in building fast, low-latency trading systems, is essential. You should have strong familiarity with market data and order execution protocols (e.g., FIX, binary, or custom APIs), alongside hands-on experience with JVM tuning, garbage collection, and deep performance analysis. Knowledge of fast messaging and data serialization technologies for high-speed environments, as well as proficiency in networking concepts (including TCP/UDP, multicast, and low-level optimizations like DPDK or kernel bypass) is required. Mastery of concurrent programming, including lock-free algorithms and shared memory architecture, is necessary. Additionally, practical experience with Linux performance tuning, a background in high-frequency trading and real-time market operations, and the ability to design tools for live trade analysis, PnL tracking, and risk alerting are important. Familiarity with time-series or relational databases for logging and analytics and experience with cloud platforms and containerized infrastructure (AWS, Docker, Kubernetes) are also valuable. Comfort in working in distributed teams across time zones, excellent communication skills under pressure, and a commercially sharp mindset to balance speed and risk in decision-making are essential.