Senior Quant Developer & Algorithmic Trading Systems Engineer

About the Role

Zento is building an institutional-grade crypto funding arbitrage and cross-exchange execution platform. As Senior Quant Developer, you'll design and build the OMS, multi-exchange API integration layer, synchronized cross-venue execution engine, tick-by-tick data pipelines, and real-time scanners that surface funding rate and basis opportunities. You'll partner closely with the Head of Quant Strategy on translating strategies into production code, and stay accountable for the reliability and latency of the execution stack in live trading.

What You'll Do

• Design and build the multi-exchange integration layer connecting Zento to 10–20+ venues (Binance, Bybit, OKX, Deribit, Hyperliquid, and others) via REST, WebSocket, and FIX 4.4 — normalized, resilient, and extensible
• Architect and build the OMS in Python (Django/Flask) supporting multi-account, multi-venue order placement, cancellation, partial fills, acknowledgement tracking, and full audit trails
• Design synchronized cross-venue execution logic that fires arbitrage legs in parallel with retry handling, partial-fill rebalancing, and atomic rollback when a leg can't complete
• Build real-time scanners that ingest funding rates, mark prices, basis data, and order book depth from every supported venue — ranked by opportunity net of fees, slippage, and capital costs
• Build high-throughput WebSocket consumers and REST pollers that normalize tick-by-tick market data, persist to ClickHouse, and feed real-time consumers with minimal latency
• Design and maintain the backtesting framework: historical replay of funding rates, mark prices, and order book state with realistic slippage and latency modeling
• Use multi-threaded and async Python and C++ to minimize end-to-end execution latency; profile hot paths and bring measurable improvements release over release
• Implement the pre-trade and runtime risk layer — exposure limits, position caps, leverage checks, kill switches, and circuit breakers — so no order reaches an exchange without passing it
• Build the internal REST API surface and a pluggable strategy execution engine so the quant team can deploy new strategies without touching the OMS or connector layers

What We're Looking For

• 7+ years as a Quantitative Developer, Algorithmic Trading Systems Engineer, or equivalent building production trading infrastructure
• Strong proficiency in Python (Django, Flask) and C++ for performance-critical components
• Hands-on experience integrating with broker or exchange APIs across REST, WebSocket, and FIX 4.4
• Demonstrable experience designing and shipping Order Management Systems
• Experience building trade copier or synchronized multi-account/multi-venue execution systems
• Experience building backtesting engines for algorithmic trading strategies
• Strong understanding of tick-by-tick market data pipelines, WebSocket stream handling, and high-throughput data ingestion
• Microservices and distributed systems engineering — service boundaries, async communication, resilience patterns
• Working knowledge of financial markets in at least one asset class (Equity, F&O, Forex, or Crypto Derivatives)
• Track record of measurable latency reduction or performance optimization in trading systems

Nice to Have

• Hands-on crypto derivatives integration — Binance, Bybit, OKX, Deribit, Delta Exchange, Hyperliquid, or dYdX
• Prior FIX 4.4 connectivity in UAE, GCC, or other regulated market environments
• Experience with MT4/MT5 Manager APIs, MQL5, and forex/CFD infrastructure
• Founder, lead engineer, or solo-architect experience — built a trading product end-to-end
• ML or NLP work for trading signals — XGBoost, sentiment analysis, trend prediction, or similar
• VPS-based deployment, low-latency hosting, and exchange-proximity infrastructure
• Open-source contributions or a public GitHub footprint of trading-system work