Junior Trader - Quant Engineer

This position is listed on behalf of a partner company, who manages all applications and next steps. Our partner is looking for a Junior Trader - Quant Engineer based in India. This is an opportunity to join a small, high-performance team combining trading, quantitative analysis, and software engineering. You will help build and operate market-making, execution, hedging, and risk-management infrastructure across centralized and on-chain markets. The role offers meaningful ownership from the start, with direct exposure to live trading performance and production systems. You will work across both research and engineering, turning trading ideas into robust, production-grade solutions. The environment is fast-moving, technically demanding, and highly collaborative, with short feedback loops and significant individual responsibility. Your work will directly influence execution quality, inventory management, PnL, and the evolution of trading strategies. The position is designed for an engineer with strong trading-system experience and a genuine interest in market microstructure and digital assets. Build, maintain, and improve market-making, hedging, and inventory-management systems across centralized exchanges and on-chain markets. Develop and deploy production-grade software for trade execution, exchange connectivity, monitoring, and PnL attribution. Analyze trading performance and run structured experiments involving parameter optimization, signal generation, and order-placement logic, supported by rigorous backtesting. Monitor trading and risk exposure in real time across spot, perpetuals, and on-chain inventory, using observed performance to improve the underlying systems. Work closely with protocol and product teams on new product launches, token listings, and evolving market structures. Diagnose connectivity and execution issues quickly, helping maintain reliable and low-latency trading infrastructure. Contribute to portfolio-level thinking around inventory, hedging, execution, and risk across multiple trading venues. Requirements: 2–4 years of experience at a proprietary trading firm, HFT organization, or leading systematic fund in a quantitative development, core engineering, or trader-engineer role. Strong production-grade programming skills in Python plus meaningful systems experience with at least one of Rust, C++, or Java. Hands-on experience with order management systems, smart order routers, execution engines, or comparable low-latency trading infrastructure. Ability to read exchange protocol documentation, troubleshoot connectivity at the network layer, and reason about latency across an end-to-end system. Experience with multi-venue trading or portfolio systems, including inventory management, hedging, and risk across multiple books. Strong understanding of market microstructure, including order books, queue positioning, adverse selection, fee structures, and maker/taker economics. Demonstrable technical portfolio such as GitHub projects, technical write-ups, side projects, or internal tools that you can discuss in depth. Availability to overlap with at least one of the Singapore, Hong Kong, or Tokyo trading sessions. Crypto or digital-asset experience is a strong advantage, particularly market making on CEXs/DEXs or on-chain trading strategies. Familiarity with Aptos, Move, Solidity, on-chain perpetuals, options market making, or open-source trading infrastructure is a plus. Genuine interest in combining quantitative thinking with hands-on software engineering; prior HFT trading-system experience is essential. Benefits: Competitive base salary. Variable compensation linked to delivery and team performance. Meaningful protocol token allocation. Insurance premium coverage. Flexible vacation time. Opportunity to work within a small, senior, technically sophisticated team. Significant ownership and responsibility from the first weeks in the role. Exposure to cutting-edge on-chain trading, market infrastructure, and quan