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Batonics AB · 3 hours ago

Systems/Infra/Data/Platform Engineer - Exchange Feed & Orderbook Systems

NYC Metro Area

Full-time

Hybrid

Mid Level

Batonics AB builds high-throughput quantitative trading and research platforms and AI agents for leading funds and institutions. They are looking for a part-time engineer to help develop end-to-end quantitative trading and research systems, including high-frequency trading platforms.

Information Services

Responsibilities

Show me something you’ve built (preferably using AI tools) and describe your stack. Send to ahmed@batonics.com

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

Qualification

Exchange protocolsMarket microstructureSub-millisecond latency optimizationReal-time data pipelinesDistributed systemsDatabase systemsGPU computeInfrastructure & reliabilityBuild systems & CI/CDFormal methodsSecurity managementEdge case handlingDirect HFT experience

Preferred

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)