Build event-driven market simulators and scalable multi-agent runtimes.
Implement strategy interfaces, backtesting, matching, fees, slippage, risk models.
Orchestrate hundreds or thousands of agents with robust state, logs, and recovery.
Create experiment tracking, benchmarks, statistical checks, and leakage prevention.
Turn research ideas into testable, reproducible experiments.

🎯 Requirements

Based in Hangzhou with 5+ years in backend, distributed systems, or quant infra.
Strong Python plus Go, Rust, C++, or high-performance data systems.
Knowledge of backtest bias, market microstructure, time series, and experiment design.
Able to explain and improve the tradeoffs between performance, correctness, and cost.

Apply on employer's website

This employer gathers applications via their own applicant tracking system.

You will be redirected to an external application form.

Share job

Meet JobCopilot: Your Personal AI Job Hunter

Automatically Apply to Engineering Jobs. Just set your preferences and Job Copilot will do the rest — finding, filtering, and applying while you focus on what matters.

Activate JobCopilot