Vice President, Trading & Derivatives Tech
Skills
About the Role
You will design, implement, and operate core trading infrastructure including the matching engine, perpetuals engine, margin accounting, and liquidation systems. You will own real-time risk calculations, drive correctness through simulation and testing, conduct architecture reviews, and mentor peers while improving reliability and performance under production load.
Requirements
- Production CLOB experience
- Experience shipping perpetuals or derivatives trading systems with margin accounting and liquidation
- Ownership of real-time risk engines and margin models
- Expertise building low-latency, high-throughput systems (Rust, Java, or C++)
- Strong understanding of concurrency, lock-free data structures, and memory layout
- Hands-on experience with low-latency messaging infrastructure (Aeron, Chronicle Queue, Kafka or equivalent)
- Experience with distributed state replication, event-sourcing or WAL-based recovery, and failure handling
- Experience with simulation-based and property-based testing for financial systems
- 8+ years in software engineering with significant experience building and operating production trading infrastructure
Responsibilities
- Design and implement a high-performance Central Limit Order Book with correct order handling and partial fills
- Architect the matching engine for correctness and low latency, including crash recovery and state consistency
- Build resilience against adversarial trading patterns and enforce pre-trade controls
- Contribute to hybrid CLOB + RFQ routing for best execution across onchain and offchain liquidity
- Implement the perpetuals engine with position and margin accounting, funding rate logic, and cross-collateralization
- Design and operate the liquidation system including escalation, auto-deleveraging, and insurance fund mechanics
- Own the real-time risk calculation layer and maintain system-level invariants that protect user capital
- Define and maintain correctness guarantees via automated testing, simulation, and continuous validation
- Lead adversarial testing and chaos simulation to surface failure modes before production
- Conduct architecture reviews and mentor the trading systems engineering practices
