About
About DeepTrading
Our vision: the first world-class Chinese high-frequency trading firm.
Avenir DeepTrading is a high-frequency trading company controlled by Avenir Group, backed by substantial capital. Built around an end-to-end high-frequency trading system, the firm conducts proprietary trading across the full frequency spectrum, with HFT strategies at its core. It currently manages over US$400 million, deployed across crypto markets and parts of the US equity market, and will expand into China's futures and A-share markets this year.
The firm has built all of its infrastructure in-house, including ultra-low-latency trading and simulation backtesting systems, and will continue to invest heavily in infrastructure over the long term — extending its trading reach from crypto markets to the full US equity market, mainland China, Hong Kong, Japan, Korea, and Taiwan, trading all asset classes across global markets.
The firm is also advancing comprehensive, deep AI-driven productivity, drawing on extensive experience with AI tooling. In early 2026, our senior engineers independently initiated and built an AI Agent platform that proved highly effective; a dedicated engineering team has since been established for the platform, which is now deployed company-wide and has comprehensively improved work efficiency.
The firm currently operates offices in Beijing and Hong Kong, is establishing offices in Shanghai and Singapore, and plans to open offices in more talent-dense cities around the world, recruiting outstanding engineers and traders globally.
—— Avenir DeepTrading. Full Stack. All Assets. Ultra-Low Latency.
Careers
Join Us
The following positions are open long-term. Click the "Apply now" button below or send your resume to [email protected]. Compensation is negotiable for all roles.
For Systems Engineers
Join us and take full part in building a world-class high-frequency trading firm. At Avenir DeepTrading, management is flat and simple, discussions are open, and technical sharing sessions run regularly. We focus on building world-class ultra-low-latency systems — and keep refining them toward ever lower latency and greater ease of use for PMs.
For PMs / QRs / QDs
Avenir DeepTrading offers the substantial capital and fundraising strength of Avenir Group, world-class infrastructure, and top-tier trading accounts with ultra-low fees. We run a multi-PM model in which senior PMs have full authority to build and manage their own teams — with a cut better than peers such as Tower Research and Jump Trading.
Responsibilities
- Participate in the design and development of system architecture for trading, backtesting, risk control, and capital management
- Optimize the distributed backtesting framework to support high-frequency factor computation and large-scale historical data validation
- Build a comprehensive system monitoring stack to keep the production trading environment stable
- Work closely with the strategy team to deliver high-performance backtesting platforms and trading systems
Requirements
- Bachelor's degree or above from a top university in mathematics, computer science, financial engineering, or related STEM fields; 0-3 years of experience
- Expert in C++ with proven ability to develop large-scale codebases
- Industry-agnostic — experience with large-scale infrastructure projects is a plus (distributed computing, storage, deep learning platforms, etc.)
Responsibilities · Strategy Implementation & Optimization
- Implement quantitative trading strategies for equities, futures, options, and innovative financial products, translating researchers' logic into efficient, robust C++ code
- Profile and optimize existing strategies to reduce latency and improve execution efficiency
- Contribute to the development and maintenance of the strategy backtesting system, ensuring accurate and reliable results
Responsibilities · Low-Latency Trading Systems
- Design, develop, and maintain high-performance low-latency trading systems spanning order management, risk management, market data processing, and exchange connectivity
- Optimize system architecture to eliminate latency from thread contention, memory allocation, and system calls
- Integrate and maintain exchange market data and trading interfaces (CTP, UST, FIX, etc.)
Responsibilities · Data Processing & Analytics
- Design and maintain high-performance data pipelines for tick-level and millisecond market data
- Build tooling for data cleaning, alignment, and factor computation, providing high-quality data for strategy research
Responsibilities · Stability & Monitoring
- Establish monitoring and alerting for trading systems to keep production trading running stably
- Rapidly diagnose and resolve live system issues; participate in incident reviews and improvements
Responsibilities · Research & Innovation
- Track frontier technologies — new C++ standards, low-latency techniques, hardware acceleration (FPGA, DPDK) — and drive continuous system evolution
- Contribute to the quantitative trading framework and toolchain, raising the team's overall R&D efficiency
Requirements · Education & Experience
- Bachelor's degree or above in computer science, software engineering, mathematics, physics, or related fields
- 3+ years of C++ development experience; quantitative trading, HFT, or low-latency systems experience preferred
Requirements · Technical Skills
- Expert in C++11/14/17; familiar with STL, template programming, multithreading, memory management, and performance tuning
- Comfortable developing and debugging on Linux (GCC / GDB / Perf / Valgrind); proficient in Shell / Python scripting
- Solid network programming skills (TCP/IP, Socket, ZeroMQ) with a deep understanding of low-latency network optimization
- Familiarity with trading interface protocols (CTP, FIX, Binary, etc.) is a plus
- Familiarity with quantitative strategy concepts (factors, backtesting, risk control) is a plus
Requirements · General Qualities
- Good engineering habits — clear, maintainable, testable code; familiar with Git and CI/CD workflows
- Strong problem analysis and root-cause diagnosis skills; able to resolve complex system issues under pressure
- Genuine interest in quantitative trading; strong teamwork and communication skills
Nice to Have
- Experience building proprietary low-latency trading frameworks or middleware
- Familiarity with time-series databases such as KDB+/q or ClickHouse
- Experience at a top quantitative hedge fund or proprietary trading firm
Responsibilities
- Participate in designing and building high-performance trading systems, distributed backtesting platforms, real-time risk control, and core capital management architecture
- Under guidance, optimize the large-scale distributed backtesting framework — supporting high-frequency factor computation, massive historical data simulation, and faster strategy iteration
- Help build end-to-end system monitoring to ensure high availability and stability of the production trading environment, and quickly locate performance bottlenecks
- Under guidance, work deeply with the strategy research team to build an integrated low-latency, high-throughput backtesting and trading platform, and explore the engineering deployment of AI models in trade execution and signal generation
Requirements
- Bachelor's degree or above from a top university in computer science, software engineering, mathematics, financial engineering, or related STEM fields (CS preferred)
- Strong C++ skills; familiar with C++17/20; solid data structures and algorithms; experience with large-scale codebases and performance tuning
- Familiar with Linux systems programming, network programming, and multithreaded concurrency, with good engineering habits
- Experience with large-scale infrastructure projects is a plus (distributed computing / storage, HPC, deep learning training platforms, etc.)
- Final-year students and interns are welcome; we provide a complete mentorship and hands-on growth program
Nice to Have
- ICPC / CCPC regional silver medal or above
- AI development experience; familiar with TensorFlow / PyTorch; understanding of model inference optimization or reinforcement learning applications in finance
Responsibilities · Test Frameworks & Tooling
- Design and develop automated testing frameworks for quantitative trading systems, covering unit, integration, stress, and regression testing
- Build simulated trading environments for end-to-end strategy and system testing, ensuring model-to-execution consistency
- Develop performance testing tools to precisely measure latency, throughput, and jitter
Responsibilities · Trading System Quality
- Own quality assurance for the core trading engine, order management system (OMS), risk control, and market data gateways
- Design test cases for high-frequency trading scenarios covering edge cases, failure modes, and concurrency conflicts
- Participate in code reviews, advising on testability and robustness
Responsibilities · Backtest & Strategy Validation
- Build validation mechanisms for the backtesting framework to ensure live-backtest consistency; identify and fix the backtest-to-live gap
- Help quantitative researchers verify strategy logic — factor computation, signal generation, and order execution correctness
Responsibilities · CI/CD & Quality Infrastructure
- Build CI/CD pipelines for automated build, test, and deployment on every commit
- Establish quality metrics — coverage, defect rate, system stability — and drive continuous improvement
- Participate in production incident reviews and write regression tests to prevent recurrence
Requirements · Education
- Bachelor's degree or above in computer science, software engineering, electronic engineering, automation, or related fields
Requirements · Professional Skills
- Proficient in Python, C++, or Java, with good code style and design pattern awareness
- Familiar with mainstream test frameworks (pytest, Google Test, JUnit); experience building test automation frameworks
- Skilled with CI/CD tooling such as Git, Jenkins, and Docker
- Solid SQL; familiarity with time-series databases (ClickHouse, InfluxDB) is a plus
Requirements · Experience
- 5+ years in test development or software development (flexible for junior roles)
- Experience testing financial trading systems, quantitative platforms, or low-latency systems preferred
- Experience with performance testing, chaos engineering, or stability engineering preferred
Requirements · General Qualities
- Relentless pursuit of quality with strong ownership and risk awareness
- Rigorous logic; adept at spotting edge cases and latent issues
- Strong communication skills across engineering, research, and trading teams
Nice to Have
- Knowledge of financial trading — order types, market microstructure, the FIX protocol
- Experience with chaos engineering tools (Chaos Mesh, Gremlin) or production stability drills
- Experience developing or validating quantitative backtesting systems
- CFA Level I or an equivalent finance background
Hackathon
Hackathon Challenge · Season 1
Avenir Group's internal quantitative strategy challenge: build strategies with DPAI, validate in simulation, then compete on the leaderboard under unified rules.
TRACKS
Three Tracks
Arbitrage · Neutral · Open strategies, scored and ranked independently; one final strategy per track
TIMELINE
Timeline
Sep 3 registration → Sep 14 simulated leaderboard → Oct 8 strategy lock-in → Oct 9–31 official competition → Nov 6 results
SCORING
Scoring
Total return 50% · Sharpe ratio 30% · Max drawdown 20%, percentile-weighted
PRIZES
Prizes
Avenir Alpha Grand Prize; Gold / Excellence / Rising Star awards per track; Best Contribution Award
→ Full leaderboard at the Arena leaderboard site
Leaderboard T-2 daily carry-forward · Updated daily
| Rank | Participant | Track | Total Return | Sharpe | Max Drawdown | NAV |
|---|---|---|---|---|---|---|
| … | ||||||
Avenir Group
Standing with a Larger Financial Innovation Network
Avenir Group — inspired by the French word for "a better future" and founded by Mr. Li Lin's family office — is a pioneering investment group dedicated to the strategic integration of traditional finance and digital assets. Through an integrated framework of investment, incubation, and operations, the group focuses on digital assets, trading and financial service platforms, PayFi infrastructure, and Real World Assets (RWA).
As Asia's largest institutional Bitcoin ETF holder, Avenir Group leads the regional market. With proven financial expertise and industry-leading capabilities, the group has established itself as a global hub advancing capital mobility and strategic partnerships.
Financial Innovation
Pioneers in financial innovation and leaders in cryptocurrency asset management, specializing in multi-asset, multi-strategy investments across quantitative trading, public markets, private equity, and digital assets.
Emerging Technologies
We back visionary technology companies and entrepreneurs, driving the deep integration of blockchain and AI — committed to being a capital pioneer in transformative AI technologies.
Global Presence
With footprints across the United States, Europe, and Asia, we combine a global perspective with local expertise to build an innovative, diversified, and resilient investment ecosystem.