IT & Software Development

CSR762; India; On-site; INR 3,500,000 - 7,000,000; Full time

Job summary

Svitch, a proprietary trading firm, is expanding in Ahmedabad and seeking a Senior Quantitative Developer to lead a high-impact engineering pod and own mission-critical trading infrastructure powering live strategies.

You will design and scale low-latency systems, mentor quant developers, and collaborate with researchers to productionize alpha, market making, and arbitrage ideas in a 24/7 global market environment.

Qualifications

• Proficiency in Linux, Docker, Kubernetes, and CI/CD pipelines.
• Experience in low-latency systems (concurrency, profiling, kernel bypass).
• Experience with exchange integrations (WebSocket, REST, FIX) and order-book systems.

Responsibilities

• Lead and scale a team of quant developers (architecture, reviews, hiring, mentorship).
• Design and build low-latency trading systems (execution, market data, risk).
• Collaborate with quant researchers to productionize strategies (alpha, market making, arbitrage).

Skills

Low-latency systems

Team leadership

Quant development

Tools

Linux

Docker

Kubernetes

CI/CD pipelines

Job description

About the Role

We are a proprietary trading firm operating systematic strategies across global CEX,

DEX, and on-chain markets, running 24/7. As part of our expansion in Ahmedabad,

we are looking for a Senior Quantitative Developer to lead a high-impact engineering

pod and take ownership of mission-critical trading infrastructure powering live

strategies.

What You'll Do

• Lead and scale a team of quant developers (architecture, reviews, hiring, mentorship)
• Design and build low-latency trading systems (execution, market data, risk)
• Collaborate with quant researchers to productionize strategies (alpha, market making, arbitrage)

What You'll Bring

Must Have

• Proficiency in Linux, Docker, Kubernetes, CI/CD pipelines
• Experience in low-latency systems (concurrency, lock-free structures, profiling, kernel bypass)

Good to Have

• Strong programming in C++ (C++17/20) and/or Python (Rust/Go is a plus)
• Experience with exchange integrations (WebSocket, REST, FIX) and order book systems
• Deep understanding of crypto market mechanics (spot, perpetuals, options, funding, liquidations)

Key Skills

Led quant engineering teams in market-making / HFT / prop trading environments Exposure to MEV, mempool analytics, validators, or sequencer infrastructure Contributions to open-source trading or low-latency systems Knowledge of wallet systems, MPC, custody, and treasury operations

White chips are must-have. Grey chips are nice-to-have.

Our Interview Process

1

HR Screening Interview

Verify candidate details, communication skills, career stability, salary expectations, and role interest.

2

Technical Interview

Department Head/Technical Manager evaluates technical knowledge, problem-solving ability, and relevant experience.

3

Final Interview

Conducted by Management/Director to assess cultural fit, attitude, and overall suitability.