Experienced Quantitative Developer
Swish Analytics · San Francisco, CA · 2 mo ago
RemoteRemoteFinance$170k/yrFull-time
Core Responsibilities
- Real-Time Trading Engine Architecture
- Design event-driven trading systems that consume fair value models and market data to make sub-second execution decisions
- Build the core logic for comparing fair values against live market prices and determining when/where to trade
- Implement asynchronous order generation, submission, and cancellation workflows across multiple venues with different latency profiles
- Design state machines for order lifecycle management (pending, accepted, filled, cancelled, rejected) with proper event ordering and idempotency
- Multi-Venue Execution & Routing
- Build venue-specific integrations (WebSocket connections to Matchbook, Kalshi; REST API adapters for Betfair; FIX protocol handlers)
- Implement intelligent order routing that selects optimal venues based on liquidity, fees, latency, and position constraints
- Design coordination logic for managing orders across multiple venues when a single bet spans several platforms
- Handle venue-specific quirks (rate limiting, connection drops, partial fills, odds movement during submission)
- Position & Risk Management Systems
- Build real-time position tracking systems that aggregate exposure across all venues, markets, and event types
- Implement global liability management that enforces risk limits while maximizing capital utilization
- Create reconciliation engines that validate positions against venue reports and detect/resolve discrepancies
- Domain Experience
- 3+ years building production trading/market-making systems for betting syndicates, sharp groups, or exchanges
- Deep understanding of exchange vs. bookmaker dynamics and practical experience executing against both
- Hands-on experience integrating with real-time sports betting data feeds and exchange APIs
- Technical Fundamentals
- 3+ years of production Python with expert-level async/await, event loop, and concurrent execution skills
- Strong system design for distributed, real-time, event-driven systems
- Deep understanding of database transactions, consistency models, and state management under high throughput
- Experience with message streaming platforms (Kafka or equivalent) for order/execution event handling
- Proficiency with containerization (Docker), orchestration (Kubernetes), and cloud infrastructure (AWS, GCP)
- Ability to architect systems that make correct decisions under tight latency constraints
- Strong debugging skills for timing issues, race conditions, and event ordering problems
- Systematic problem-solving for production incidents in trading systems
- Pragmatic engineering decisions (when to accept latency vs. consistency tradeoffs)
- Experience building order management systems (OMS) or execution management systems (EMS)
- Background in low-latency or high-frequency trading system design
- Hands-on work with WebSocket real-time connections and connection resilience patterns
- Experience with FIX protocol or similar financial messaging standards
- Knowledge of multi-leg execution and cross-product coordination challenges
- Familiarity with market microstructure (order book dynamics, market impact, slippage models)
- Experience designing systems that respond to real-time market feedback (volatile prices, volume spikes)
- Contributions to trading infrastructure or market-making open-source projects
- Experience with Protobuf for efficient data serialization in latency-sensitive systems
- Exposure to blockchain/DeFi trading systems and AMM-style execution
- Knowledge of database CDC (Debezium) or event streaming architectures for audit/replay
- Background building resilience patterns (circuit breakers, backpressure, graceful degradation) in trading systems
- Experience working with Rust or C++
Required Qualifications
Core Competencies
Strongly Preferred
Nice to Have
Pay & Benefits
Base salary: starting at $170,000
Swish Analytics is an Equal Opportunity Employer. All candidates who meet the qualifications will be considered without regard to race, color, religion, sex, national origin, age, disability, sexual orientation, pregnancy status, genetic, military, veteran status, marital status, or any other characteristic protected by law.
The position responsibilities are not limited to the responsibilities outlined above and are subject to change. At the employer’s discretion, this position may require successful completion of background and reference checks.