Quant Trader/Developer (On Chain)

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

Lead the work to improve execution speed by cutting latency, jitter and bottlenecks across the tick-to-trade path (node sync, market data, network, order signing and submission), without compromising stability

Build and trade automated Hyperliquid strategies (arbitrage, liquidations, funding capture) with firm capital, and own the P&L

Manage positions, leverage, margin and funding in real time within risk limits

Build and run self-hosted Hyperliquid or other DEX nodes and execution infrastructure, keeping them stable and highly available

Build market-data handlers, internal order books and order routing for Hyperliquid and other on-chain venues

Track latency (order round-trip, market-data delay, fill quality) and build kill switches and position limits

About you

Proven, measurable latency reduction in production while keeping live systems stable

Hands-on with latency profiling, network tuning, CPU pinning and async event loops

3+ years of live quant or systematic prop trading with direct P&L responsibility, running perpetual futures strategies and managing leverage and funding in real time

Has built and run a Hyperliquid or other DEX node, and can explain its architecture, bottlenecks and latency trade-offs in depth

Strong with RPC, WebSocket feeds, transaction signing and smart contracts

Python required; Rust, C++ or Go a strong plus

Deep understanding of perpetuals, funding, leverage, liquidations and on-chain order books

Solid grasp of exchange microstructure (order types, order-book events, rate limits)

Bachelor's or above in Computer Science, Engineering, Finance, Mathematics or a related quantitative field

Trading across DEX and CEX venues, including cross-venue arbitrage (strongly preferred)