Responsibilities
1. Maintain and evolve the core order management system, owning the full order lifecycle from pre-validation, cost calculation, and margin checks through to execution, fill processing, and position update, for spot trading.
2. Develop and optimize the cross-engine (matching integration) layer, building and maintaining the protocol between the business logic engine and the matching core, handling order entry, cancel, replace, and fill response state machines with strict correctness guarantees.
3. Drive low-latency and high-throughput improvements, profiling hot paths, eliminating dynamical locations on the critical path, applying lock-free data structures, zero-copy techniques, and cache-friendly memory layouts to hit and sustain sub-millisecond order processing targets.
4. Build and maintain risk and margin calculation modules, implement initial margin, maintenance margin, liquidation price, and position cost logic for cross and isolated modes across linear, inverse, and portfolio margin account types.
5. Support multi-region active-activeengine deployment, ensuring deterministic state replication, sequenceconsistency, and fast failover across data centres with no loss of in-flightorders.
6. Contribute to engine observabilityand correctness tooling, latency histograms per order path, state-machine audittrails, anomaly detection for margin miscalculations, and chaos/regression testframeworks.
7. Participate in on-call rotation,diagnosing and resolving production incidents involving order state divergence,position corruption, or abnormal liquidation behaviour under time pressure.
Qualifications
· 5+ years of production C++ development, with meaningful timespent on exchange infrastructure, trading systems, or financial technology.
· Proficient in modern C++ (C++17/20): move semantics,template metaprogramming, RAII, and performance-oriented idioms, not justwriting correct code but writing fast, deterministic code.
· Direct experience maintaining or extending a trading engine,OMS, or matching system at a crypto exchange, prop trading firm, or traditionalbrokerage is strongly preferred.
· Deep understanding of low-latency systems design: lock-freequeues, memory pool allocation, NUMA-awareness, avoiding syscalls on the hotpath, and minimising branch misprediction.
· A strong grasp of concurrent programming, without relying onlocks on the critical path, understanding of memory ordering, atomicoperations, and the C++ memory model.
· Experience with order state machine design — handlingcomplex transitions with full auditability.
· Familiarity with financial calculations — fixed-pointarithmetic, scaled integer representation (e8, e4 price/qty formats), roundingmodes, and the hazards of floating-point in trading contexts.
· Comfortable with protobuf / SBE / FlatBuffers or similarbinary serialization for low-latency inter-service messaging.
· Rigorous about correctness, comfortable reasoning about edgecases in order-quantity arithmetic, position over-closure, and fee rounding atscale.
· Able to read and contribute to deeply unfamiliar codequickly, the engine codebase is large, and velocity requires confident codenavigation.
· Clear communication across trading, risk, and product teamswhen scoping changes that touch user-facing behaviour.
We regret that onlyshortlisted candidates will be notified
People Profilers Pte Ltd, 20 CecilStreet, #08-09 PLUS Building, Singapore 049705
Tel: 69509748
http://www.peopleprofilers.com
debbie@peopleprofilers.com
Consultant in charge: So Boon Shyen, Debbie
EA Licence Number: 02C4944
Registration Number: R1111376
