Trading Systems Integration Engineer Jobs

Ready to do the most impactful work of your career? At Coinbase , we are uncompromising on our mission to increase economic freedom. The bar is high, the environment is intense, and we like it that way. This isn't a place for complacency, it’s a place to be pushed past your perceived limits. If you're ready to build the future of finance alongside people who refuse to settle for "good enough," you belong here. Coinbase is a remote-first, but not remote-only company. Expect to get together quarterly for intense in-person working sessions called “surges.” learn more about working at Coinbase . Team/ Role Paragraph: Coinbase is building the future of institutional trading as part of the Everything Exchange, powering the systems that let the world's largest financial institutions trade across markets with speed, depth, and trust. As an Architect on the Trading team, you'll design, build, and own the core trading systems that power Coinbase: order and execution management, algo execution, settlement, multi-venue connectivity, and low-latency messaging that serve our Retail, Prime, and wholesale brokerage customers. It's a rare chance to architect trading infrastructure from the ground up, with the ownership of a startup and the reach of Coinbase. What you’ll do: Own the architecture of the end-to-end trading platform: the sequencer, the low-latency connectivity and messaging fabric, OMS/EMS, multi-venue connectivity, and execution. Design low-latency, high-throughput systems for real-time financial products used across institutional and retail markets. Drive reliability and performance, owning SLOs, observability, and incident response for systems where correctness and latency are non-negotiable. Set the technical bar through code, design reviews, and standards, and pay down the technical debt that matters most. Reduce single-point-of-failure risk across the trading stack and build team resilience through mentorship. Partner cross-functionally with Prod

OKX will be prioritising applicants who have a current right to work in Singapore, and do not require OKX's sponsorship of a visa About OKX At OKX, we believe that the future will be reshaped by crypto, and ultimately contribute to every individual's freedom. OKX is a leading crypto exchange, and the developer of OKX Wallet, giving millions access to crypto trading and decentralized crypto applications (dApps). OKX is also a trusted brand by hundreds of large institutions seeking access to crypto markets. We are safe and reliable, backed by our Proof of Reserves. Across our multiple offices globally, we are united by our core principles: We Before Me, Do the Right Thing, and Get Things Done. These shared values drive our culture, shape our processes, and foster a friendly, rewarding, and diverse environment for every OK-er. OKX is part of OKG, a group that brings the value of Blockchain to users around the world, through our leading products OKX, OKX Wallet, OKLink and more. About the Opportunity The Trading Systems team builds the mission-critical order, execution, position, and risk infrastructure that powers OKX’s global trading platform. We operate at the intersection of high performance, correctness, resilience, and scale—where every design decision matters. We are seeking a Senior C++ Software Engineer to lead the design and evolution of our trading counter and core trading systems. This role is for an engineer who combines deep systems expertise with strong ownership: someone who investigates root causes, raises the quality bar across the engineering lifecycle, and turns individual learning into reusable team capability. What You’ll Be Doing Lead the architecture, design, and development of complex, high-performance C++ trading systems. Design reliable distributed systems, including consistency, fault tolerance, disaster recovery, and resilience strategies across system boundaries. Own work end to end—from technical proposals and design reviews through framew

Who are we? FalconX is a pioneering team of operators, investors, and builders committed to revolutionizing institutional access to the crypto markets. Operating at the intersection of traditional finance and cutting-edge technology, FalconX addresses the industry's foremost challenges: Navigating the digital asset market can be complex and fragmented, with limited products and services that support trading strategies, structures, and liquidity found in conventional financial markets. As a comprehensive solution for all digital asset strategies from start to scale, FalconX operates as the connective tissue empowering clients with seamless navigation through the ever- evolving cryptocurrency landscape. Impact At FalconX, you’ll help make crypto assets a successful asset class. Some of the largest financial institutions from Wall Street to Silicon Valley and around the world will turn to you for the best market prices and insights on the crypto industry. You will become the expert on crypto industry trends and market movements. With your experience, you will shape our company’s trading strategies according to our core values - speed, transparency and trust. As a core quant developer you’ll: As a Quant Developer you’ll be focused on end to end ownership of electronic products and services. You will play a critical role in developing models and strategies to manage and mitigate financial risks associated with complex trading. You will work closely with cross-functional teams to ensure robust risk management frameworks are in place.You will ensure the pricing and risk management framework of our electronic products are up to the highest standards. Key Responsibilities Model Development : Design and implement quantitative models to assess and manage financial risks, including market, credit, and operational risks. Pricing and Risk Pipeline development : Conduct comprehensive risk assessments of our electronic pricing pipelines and scenario analyses to id

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto is one of the few markets where the gap between a good model and live PnL comes down to how fast and how reliably you can ship it. Abundant data, novel microstructure, and a short path to production mean the quality of our infrastructure directly moves the edge. We're looking for a Quantitative Developer to build that infrastructure and get our models into production. The role This is a hands-on engineering seat on our trading floor. You'll own the infrastructure that turns research models into production trading systems, working primarily in Python and Rust, the language our models and systems are written in. You'll build the frameworks and tooling that let quants ship their code to production and keep those systems running once they're live. You'll work shoulder-to-shoulder with researchers, traders, and fellow engineers, building the tooling, pipelines, and standards that let good ideas reach production quickly and safely, and helping raise the engineering bar across the floor. You will Build and own the infrastructure that takes models from research to production - data pipelines, backtesting, deployment, and monitoring. Turn research prototypes into robust, performant, production-grade code that runs reliably in live trading Work closely with quantitative researchers and traders to get new models live quickly and safely Own the systems you ship in production: monitor performance, diagnose issues, and keep latency and reliability high Improve the tools, standards, and pipelines the team relies on, raising the engineering bar across the floor What we're looking for 2+ years of software engineering experience, with a track record of shipping production-grade systems A strong academic foundation in a STEM discipline (computer science, mathematics, p

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto is one of the few markets where the gap between a good model and live PnL comes down to how fast and how reliably you can ship it. Abundant data, novel microstructure, and a short path to production mean the quality of our infrastructure directly moves the edge. We're looking for a Quantitative Developer to build that infrastructure and get our models into production. The role This is a hands-on engineering seat on our trading floor. You'll own the infrastructure that turns research models into production trading systems, working primarily in Python and Rust, the language our models and systems are written in. You'll build the frameworks and tooling that let quants ship their code to production and keep those systems running once they're live. You'll work shoulder-to-shoulder with researchers, traders, and fellow engineers, building the tooling, pipelines, and standards that let good ideas reach production quickly and safely, and helping raise the engineering bar across the floor. You will Build and own the infrastructure that takes models from research to production - data pipelines, backtesting, deployment, and monitoring. Turn research prototypes into robust, performant, production-grade code that runs reliably in live trading Work closely with quantitative researchers and traders to get new models live quickly and safely Own the systems you ship in production: monitor performance, diagnose issues, and keep latency and reliability high Improve the tools, standards, and pipelines the team relies on, raising the engineering bar across the floor What we're looking for 2+ years of software engineering experience, with a track record of shipping production-grade systems A strong academic foundation in a STEM discipline (computer science, mathematics, p

The Trading team develops and operates quantitative trading strategies across prediction markets, equity markets, and crypto markets, including spot and derivatives. We are looking for an experienced Systematic Trader to develop, operate, and continuously improve systematic strategies in fast-moving electronic markets. Responsibilities: Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives. Monitor live trading, P&L, positions, risk, and execution performance. Research, backtest, deploy, and improve systematic trading strategies. Identify new trading opportunities across markets, products, exchanges, and venues. Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency. Optimize strategy parameters, position sizing, execution, and risk controls. Work closely with quantitative developers and researchers to implement new strategies and improve trading systems. Participate in local trading coverage and rotating weekend coverage. Requirements: 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading. Demonstrated experience developing, operating, or improving profitable trading strategies. Strong understanding of market microstructure, execution, and risk management. Strong Python programming and quantitative data-analysis skills. Experience working with large market and trading datasets; SQL experience is preferred. Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets. Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience. Preferred: Experience trading in one or m

The Trading team develops and operates quantitative trading strategies across prediction markets, equity markets, and crypto markets, including spot and derivatives. We are looking for an experienced Systematic Trader to develop, operate, and continuously improve systematic strategies in fast-moving electronic markets. Responsibilities: Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives. Monitor live trading, P&L, positions, risk, and execution performance. Research, backtest, deploy, and improve systematic trading strategies. Identify new trading opportunities across markets, products, exchanges, and venues. Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency. Optimize strategy parameters, position sizing, execution, and risk controls. Work closely with quantitative developers and researchers to implement new strategies and improve trading systems. Participate in local trading coverage and rotating weekend coverage. Requirements: 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading. Demonstrated experience developing, operating, or improving profitable trading strategies. Strong understanding of market microstructure, execution, and risk management. Strong Python programming and quantitative data-analysis skills. Experience working with large market and trading datasets; SQL experience is preferred. Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets. Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience. Preferred: Experience trading in one or m

The Trading team develops and operates quantitative trading strategies across prediction markets, equity markets, and crypto markets, including spot and derivatives. We are looking for an experienced Systematic Trader to develop, operate, and continuously improve systematic strategies in fast-moving electronic markets. Responsibilities: Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives. Monitor live trading, P&L, positions, risk, and execution performance. Research, backtest, deploy, and improve systematic trading strategies. Identify new trading opportunities across markets, products, exchanges, and venues. Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency. Optimize strategy parameters, position sizing, execution, and risk controls. Work closely with quantitative developers and researchers to implement new strategies and improve trading systems. Participate in local trading coverage and rotating weekend coverage. Requirements: 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading. Demonstrated experience developing, operating, or improving profitable trading strategies. Strong understanding of market microstructure, execution, and risk management. Strong Python programming and quantitative data-analysis skills. Experience working with large market and trading datasets; SQL experience is preferred. Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets. Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience. Preferred: Experience trading in one or m

About Graviton Research Capital: Graviton Research Capital is a cutting-edge high-frequency trading (HFT) firm that leverages technology, quantitative research and algorithms to trade in global markets. Our team consists of world-class technologists, researchers and traders who collaborate to push the boundaries of automated trading. Role Overview : We’re looking for a Central Execution Trader to join our Singapore team and become a key player on the Central Trading Desk . This team interfaces with, and acts as the communication hub for all brokers and exchanges on behalf of the firm externally, as well as technology, quantitative researchers, risk management, compliance, and business development teams internally. In this role, you’ll be building and refining systems that keep our live trading running flawlessly. From designing real-time monitoring tools to automating critical workflows, you’ll be at the heart of ensuring smooth and efficient trade execution. Key Responsibilities: Own one or more markets and the day-to-day execution and operational health of the live strategies in them. Start strategies at the open, track their state, positions and PnL through the session, and close the day with correct positions and files for the next session. Act as the first line of defense for alerts, order rejects and outages in those markets, and as the primary contact for brokers and exchanges on live issues. Diagnose the issue, contain the impact and hand the root cause to the owning quant or technology team. Build and enhance real-time monitoring and safety tooling for live and post-trade environments. Design checks that detect abnormal order flow, position and PnL moves, and surface them to the desk in time to act. Work on live data from the firm's trading systems and from brokers, and take the tooling from idea to production on the desk. Communicate clearly on incidents, resolutions, and process improvements with cro

About Graviton Research Capital: Graviton Research Capital is a cutting-edge high-frequency trading firm that leverages technology, quantitative research and algorithms to trade in global markets. Our team consists of world-class technologists, researchers and traders who collaborate to push the boundaries of automated trading. Role Overview : We’re looking for a Central Execution Trader to join our Singapore team and become a key player on the Central Trading Desk . This team interfaces with, and acts as the communication hub for all brokers and exchanges on behalf of the firm externally, as well as technology, quantitative researchers, risk management, compliance, and business development teams internally. In this role, you’ll be building and refining systems that keep our live trading running flawlessly. From designing real-time monitoring tools to automating critical workflows, you’ll be at the heart of ensuring smooth and efficient trade execution. Key Responsibilities: Own one or more markets and the day-to-day execution and operational health of the live strategies in them. Start strategies at the open, track their state and positions through the session, and close the day with correct positions and files for the next session. Act as the first line of defense for alerts, order rejects and outages in those markets, and as the primary contact for brokers and exchanges on live issues. Diagnose the issue, contain the impact and hand the root cause to the owning quant or technology team. Build and enhance real-time monitoring and safety tooling for live and post-trade environments. Design checks that detect abnormal order flow, position and PnL moves, and surface them to the desk in time to act. Work on live data from the firm's trading systems and from brokers, and take the tooling from idea to production on the desk. Communicate clearly on incidents, resolutions, and process improvements with cross-functional teams, ensuring zero ambiguity. Required Skills

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Singapore. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products. As a Senior Quantitative Trader your responsibilities will include Develop and deploy completely automated systematic strategies with short holding periods and high turnover Typical strategies deployed include Alpha-seeking strategies and Market Making Rigorously back-test strategies on in-house research infrastructure Graviton can offer a successful Quantitative Trader Exceptional financial rewards Friendly and collegial working environment Access to advanced trading systems for low-latency execution of strategies Excitement of being a part of a new expanding trading business Requirements : Deep experience in HF/UHF Trading Live HF Trading experience for at least 2 years. PnL Track record with excellent sharpe ratios. Programming experience in C++ or C Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Regular after work parties Top of the line health insurance for family International team outing

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Gurgaon. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products. As a Senior Quantitative Trader your responsibilities will include Develop and deploy completely automated systematic strategies with short holding periods and high turnover Typical strategies deployed include Alpha-seeking strategies and Market Making Rigorously back-test strategies on in-house research infrastructure Graviton can offer a successful Quantitative Trader Exceptional financial rewards Friendly and collegial working environment Access to advanced trading systems for low-latency execution of strateiges Excitement of being a part of a new expanding trading business Requirements : Deep experience in HF/UHF Trading Live HF Trading experience for at least 2 years. PnL Track record with excellent sharpe ratios. Programming experience in C++ or C Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Monthly after work parties Catered breakfast and lunch Fully stocked kitchen Gym membership International team outing

NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes. Responsibilities: The Trade Monitor will work closely with the firm’s senior management on a variety of tasks, including: Start and supervise automated trading systems for multiple exchanges and venues Understand how high frequency trading strategies work and make changes in strategy parameters during live trading based on market conditions Build, test and deploy trading monitoring software's to analyze strategy metrics in real time Work closely with Quantitative researchers and Software Developers while testing or deploying updates in GUI, trading infrastructure and strategies Assess live trading for risk and technical issues and quickly respond to unusual behaviors or market conditions Qualifications: Must-Have Requirements Automated Trading Systems/Trading experience Trading Operations Market Monitoring Live Trade Supervision Trading Infrastructure Risk Management (Trading Context) Strategy Parameter Tuning Microsoft Office Proficiency Preferred Technical Skills Linux Basics Python Trading GUI Handling Ideal candidates: Flexible to work in rotational shift Possess a reliable and disciplined approach to work Strong attention to detail Excellent communication skills and fluency in English for business purposes Strong experience of using end user computing tools like Microsoft office and other equivalent products Bachelor's degree with professional experience in a related role at a stock broking firm Benefits: NK Securities Research offers compensation above industry standards for deserving candidates. We are a fast-growing organization where there is no ceiling on the career trajectory of an individual. The startup style governance of the firm enables the newest employees to wor

NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes. Responsibilities: The Trade Monitoring Analyst will work closely with the firm’s senior management on a variety of tasks, including: Start and supervise automated trading systems for multiple exchanges and venues Understand how high frequency trading strategies work and make changes in strategy parameters during live trading based on market conditions Build, test and deploy trading monitoring software's to analyze strategy metrics in real time Work closely with Quantitative researchers and Software Developers while testing or deploying updates in GUI, trading infrastructure and strategies Assess live trading for risk and technical issues and quickly respond to unusual behaviors or market conditions Qualifications: Must-Have Requirements Automated Trading Systems/Trading experience Trading Operations Market Monitoring Live Trade Supervision Trading Infrastructure Risk Management (Trading Context) Strategy Parameter Tuning Microsoft Office Proficiency Preferred Technical Skills Linux Basics Python Trading GUI Handling Ideal candidates: Flexible to work in rotational shift Possess a reliable and disciplined approach to work Strong attention to detail Excellent communication skills and fluency in English for business purposes Strong experience of using end user computing tools like Microsoft office and other equivalent products Bachelor's degree with professional experience in a related role at a stock broking firm Benefits: NK Securities Research offers compensation above industry standards for deserving candidates. We are a fast-growing organization where there is no ceiling on the career trajectory of an individual. The startup style governance of the firm enables the newest emplo

About BlockTech BlockTech is a fast-paced algorithmic trading firm. Specializing in crypto options, we facilitate global cryptocurrency derivatives and spot trading, while expanding into new markets. As we continue to grow rapidly, we are looking for a Senior Software Engineer to take technical ownership of the data infrastructure our trading and technology teams are built on. Every decision at BlockTech starts with data: exchange feeds, our own trade and account events, and the history we query to make sense of both. The Foundation team owns the systems that move, aggregate, and store all of it. We run our own Kafka, NATS, PostgreSQL, ClickHouse, and Iceberg, self-hosted and tuned by us. We work primarily in Rust, with Python and SQL alongside. This is a role for an engineer who has already built and operated data infrastructure at scale, and who wants their technical decisions to set direction rather than follow it. What will you do? You will own the pipelines and stores every other team depends on. When a researcher backtests a strategy, when a trader checks a position, when risk queries yesterday, they are all reading data your systems ingested, routed, and kept correct. As a senior engineer, you will also set the technical standards the rest of the team builds against. You will: Own the ingest path. Collect public and private exchange information and internal trading data with minimal latency impact, and land it in our trading systems in real time. Architect the streaming layer. Design and operate our Kafka and NATS messaging systems for the throughput and delivery guarantees our critical flows depend on. Build the storage layer. Develop real-time aggregation and long-term storage across PostgreSQL, ClickHouse, and Iceberg, and make the structural calls that keep queries fast as volumes grow. Run what you build. Own capacity, retention, schema evolution, and failure behavior for infrastructure we host ourselves, with no managed service to hide behind. Make the