Description
MLabs Ltd is hiring an on-site Quant Engineer in Shanghai to build and scale a production-grade trading execution engine. The role focuses on event-driven backtesting, low-latency live trading infrastructure, signal-to-order pipelines, order lifecycle and fill reconciliation, broker and exchange integrations, distributed-system reliability, state consistency, idempotency, duplicate-order prevention, and latency and slippage reduction. Candidates should have professional experience with production algorithmic or quantitative trading engines and backend, event-driven, distributed, or real-time streaming systems; Python, Go, or Rust experience and familiarity with Lean, NautilusTrader, or Hummingbot are advantageous.
