Latency-Driven Quant Trader for DEX Arbitrage & Execution

Appc Capital Singapore Private Limited; Hong Kong; On-site; HKD 1,200,000 - 1,800,000; Full time

Job summary

Appc Capital Singapore Private Limited seeks a quant/trading engineer to lead latency reduction across the tick-to-trade path, while keeping live systems stable. You will build and trade automated Hyperliquid strategies with firm capital and manage real-time risk within limits.

The role requires hands-on latency profiling, network tuning, CPU pinning and async event loops, with 3+ years of live quant or systematic prop trading and P&L responsibility. Python is required; Rust/C++/Go are a plus.

Qualifications

• Measurable latency reduction in production without downtime.
• Experience with latency profiling and network tuning.
• 3+ years live quant or systematic prop trading with P&L.
• Experience building/running Hyperliquid or DEX nodes.
• Strong knowledge of Python; Rust/C++/Go is a plus.
• Understanding of perpetuals, funding, leverage and on-chain order books.

Responsibilities

• Lead latency reduction across the tick-to-trade path.
• Build and trade automated Hyperliquid strategies with firm capital.
• Manage real-time risk, leverage, funding within limits.
• Build market data handlers, internal order books and routing.
• Track latency and implement kill switches and position limits.
• Explain architecture and bottlenecks of DEX nodes.

Skills

Latency reduction

Profiling

Network tuning

Async I/O

Python

Rust

C++

Go

P&L ownership

Futures trading

Education

Bachelor's or above in CS/Engineering/Finance/Math

Tools

RPC

WebSocket

Smart contracts

DEX nodes

Job description

Appc Capital Singapore Private Limited seeks a quant/trading engineer to lead latency reduction across the tick-to-trade path, while keeping live systems stable. You will build and trade automated Hyperliquid strategies with firm capital and manage real-time risk within limits.

The role requires hands-on latency profiling, network tuning, CPU pinning and async event loops, with 3+ years of live quant or systematic prop trading and P&L responsibility. Python is required; Rust/C++/Go are a plus.