Tech Stack

Description

You will design, build, and operate high-performance systems and mathematical models for Luno's trading, pricing, and market-making capabilities, working closely with quantitative researchers to productionize models and ensure robust, low-latency performance.

Requirements

• Experience developing high-performance, low-latency trading systems
• Strong background in quantitative modelling and numerical methods
• Proficiency in a systems programming language (e.g., C++, Java, Rust)
• Familiarity with crypto markets and exchange protocols
• Experience with risk management, governance, and compliance in trading

Responsibilities

• Partner with quantitative researchers to implement and productionise trading and pricing models
• Build and evolve market-making, pricing, and execution logic across crypto markets
• Develop automated internal transfer, rebalancing, and hedging mechanisms
• Profile, benchmark, and optimise code paths critical to trading performance
• Implement regression testing, simulation, and backtesting frameworks