We are seeking a Java Trading Engineer with solid technical skills and a deep understanding of trading systems. This role involves building and optimizing core trading systems that support high concurrency and low latency across various trading scenarios, including spot trading and futures trading. You will be deeply involved in the entire process from business requirements analysis to system implementation, ensuring the stability, security, and efficiency of the trading system.

Responsibilities:

• Develop and maintain core modules of the trading system based on the Java technology stack, including order intake, matching engine, fund settlement, and market data distribution.
• Optimize system performance and resolve latency issues under high-concurrency scenarios, ensuring order processing response times at the millisecond level.
• Design distributed trading architectures to ensure high availability under peak traffic (e.g., 10,000 orders per second).
• Implement technical aspects of trading rules, such as spot T+0 trading, contract margin management, and liquidation/additional margin mechanisms.
• Collaborate with quantitative trading teams to support API development for high-frequency trading requirements.
• Participate in system monitoring and troubleshooting, develop disaster recovery plans, and mitigate risks in the production environment.

Requirements:

• Bachelor’s degree or higher in Computer Science, Software Engineering, or a related field, with 3–5 years of Java development experience and at least 1 year in trading system development.
• Proficient in Java fundamentals with deep knowledge of concurrent programming (thread pools, locking mechanisms), JVM internals, and performance tuning.
• Familiarity with high-performance frameworks such as Netty and Disruptor; experience in low-latency system development is a plus.
• Understanding of core trading system logic, including order book design and matching algorithms (limit order and market order handling).
• Skilled in distributed system design principles and familiar with middleware such as Kafka, Redis, and MySQL in trading scenarios.
• Strong analytical skills with the ability to pinpoint performance bottlenecks or business anomalies using logs and monitoring data.
• Experience at financial exchanges, brokerages, or quantitative trading firms is preferred.