Systems/Infra/Data/Platform Engineer - Exchange Feed & Orderbook Systems
Company Batonics builds high-throughput quantitative trading and research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market-microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low-latency systems merging high-performance computing, AI, and frontier quantitative research. We have been almost doubling revenue every quarter, and need help on this exponential journey. We are also planning soon to launch a fund and you'd be in the center of it all and capture this early phase both in exposure and financial upside. We’re looking for a part-time engineer to help develop end-to-end quantitative trading and research systems including high-frequency trading (HFT) platforms. The list of skills below tell the gaps we have,. Details: Part-time Remote work with occasional in-person meetings Competitive hourly pay initially, scaling with workload and contribution to full time, revenue share possible from day 1, equity options on the table to capitalize on growth Your initial work will be on quant3.batonics.com but feel free to explore loha.batonics.com Process: • Show me something you’ve built (preferably using AI tools) and describe your stack. Send to [email protected] • Interview. • Task(s) (1-2hrs) • (Optional) Go head-to-head with me where we both tackle a multi-tier coding challenge (AI tools allowed). • Follow-up chat. • Decision. Any of the below is a plus but not neccessary: Exchange protocols & orderbook reconstruction — ITCH, PITCH, MDP3, FIX, FAST, SBE, OPRA; MBO→MBP conversion, queue position inference, hidden/iceberg order handling Market microstructure & data validation — trade classification, order flow toxicity (VPIN, Kyle's lambda), depth/imbalance features, invariant testing, synthetic ground truth, cross-source reconciliation Sub-millisecond latency optimization — CPU cache/NUMA, SIMD (AVX2/AVX-512), vectorization, I/O tuning, lock-free atomics, contention profiling (TSAN, perf) Real-time data pipelines — ultra-low latency ingestion (Aeron, Chronicle Queue), burst tolerance, backpressure handling Distributed systems — consensus (Raft, Paxos, etcd), consistency models, idempotency, multi-region failover Database systems — transactional correctness, ClickHouse, Redis, KDB+/Q, TimescaleDB, migrations GPU compute & numerics — CUDA, cuBLAS, floating-point stability, mixed precision, GPU-accelerated charting (WebGPU, Vulkan) Infrastructure & reliability — Kubernetes, Terraform, policy-as-code (OPA, Kyverno), SRE practices, chaos testing (Litmus, Gremlin), autoscaling Security & secrets management — applied crypto, sandboxing (seccomp, AppArmor), Vault, incident response, strategy/code protection Build systems & CI/CD — Bazel, CMake, Nix, reproducible builds, static analysis (clang-tidy, Coverity), deployment rollbacks, monitoring (Prometheus, Grafana) Formal methods & rigorous testing — model checking (TLA+, Alloy), property-based testing (Hypothesis, QuickCheck), fuzzing (AFL, libFuzzer) FPGA & colocation — Xilinx, Intel/Altera, Solarflare/Onload, kernel bypass, exchange co-lo setups (NY4/NY5, Aurora, Equinix) Edge case handling — auction transitions, trading halts, sequence gaps, crossed/locked books, self-trade prevention • Direct HFT/exchange experience — prop shops (Jump, Citadel, Jane Street, HRT, Tower, Optiver) or exchange tech (NYSE, NASDAQ, CME) Apply tot his job