BTE Engineer

ABFinance is a US-based firm building digital finance for the future. Our vision is to create a full financial ecosystem where digital assets, traditional finance, and everyday money management live in one seamless experience that is made available to everyone. Founded by a team of innovators, traders, and compliance professionals, our mission is to bring digital assets to the mainstream through secure, regulated products. Our flagship ecosystem combines a compliant, security-first crypto exchange serving both retail and institutional clients, alongside a Debit Card that enables everyday spending and smooth bridging between fiat and digital assets, supported by core capabilities such as spot trading and yield generation products. About the role We are looking for a Trading Engine Engineer to work on the core of our exchange — the order lifecycle, matching engine integration, and cross-engine infrastructure that powers every trade. This is a deep systems role: you will maintain and evolve the most performance-critical, correctness-critical code in the business, where a single bug can affect real user funds and exchange stability. Responsibilities 1. Maintain and evolve the core order management system, owning the full order lifecycle from pre-validation, cost calculation, and margin checks through to execution, fill processing, and position update, for spot trading. 2. Develop and optimize the cross-engine (matching integration) layer, building and maintaining the protocol between the business logic engine and the matching core, handling order entry, cancel, replace, and fill response state machines with strict correctness guarantees. 3. Drive low-latency and high-throughput improvements, profiling hot paths, eliminating dynamic allocations on the critical path, applying lock-free data structures, zero-copy techniques, and cache-friendly memory layouts to hit and sustain sub-millisecond order processing targets. 4. Build and maintain risk and margin calculation modules, implement initial margin, maintenance margin, liquidation price, and position cost logic for cross and isolated modes across linear, inverse, and portfolio margin account types. 5. Support multi-region active-active engine deployment, ensuring deterministic state replication, sequence consistency, and fast failover across data centres with no loss of in-flight orders. 6. Contribute to engine observability and correctness tooling, latency histograms per order path, state-machine audit trails, anomaly detection for margin miscalculations, and chaos/regression test frameworks. 7. Participate in on-call rotation, diagnosing and resolving production incidents involving order state divergence, position corruption, or abnormal liquidation behaviour under time pressure. Qualifications • 5+ years of production C++ development, with meaningful time spent on exchange infrastructure, trading systems, or financial technology. • Proficient in modern C++ (C++17/20): move semantics, template metaprogramming, RAII, and performance-oriented idioms, not just writing correct code but writing fast, deterministic code. • Direct experience maintaining or extending a trading engine, OMS, or matching system at a crypto exchange, prop trading firm, or traditional brokerage is strongly preferred. • Deep understanding of low-latency systems design: lock-free queues, memory pool allocation, NUMA-awareness, avoiding syscalls on the hot path, and minimising branch misprediction. • A strong grasp of concurrent programming, without relying on locks on the critical path, understanding of memory ordering, atomic operations, and the C++ memory model. • Experience with order state machine design — handling complex transitions with full auditability. • Familiarity with financial calculations — fixed-point arithmetic, scaled integer representation (e8, e4 price/qty formats), rounding modes, and the hazards of floating-point in trading contexts. • Comfortable with protobuf / SBE / FlatBuffers or similar binary serialization for low-latency inter-service messaging. • Rigorous about correctness, comfortable reasoning about edge cases in order-quantity arithmetic, position over-closure, and fee rounding at scale. • Able to read and contribute to deeply unfamiliar code quickly, the engine codebase is large, and velocity requires confident code navigation. • Clear communication across trading, risk, and product teams when scoping changes that touch user-facing behaviour. Nice to Have • Experience with position and margin engines — cross-margin, isolated margin, portfolio margin, or liquidation price calculation for derivatives. • Familiarity with reduce-only order logic, ADL (auto-deleveraging), and insurance fund mechanics. • Knowledge of Kafka or in-house ring-buffer based event sourcing for order audit logs and state replay. • Secondary proficiency in Go or Java for tooling, test harnesses, or auxiliary services.