Senior Compiler Engineer (Python → LLVM) for Algorithmic Trading Strategy Engine
Budget: $10.0 - $15.0
HOURLY / FULL_TIME
⭐ 0.00 (0)
GBR
python, compiler, c, rust, quantitative-finance, system-programming
Preferred qualifications
- Experience: Expert
AxonQuant Ltd (UK) is building a cloud platform that lets independent traders write, test and run automated FX trading strategies in Python. We are looking for a senior compiler engineer to own the core of the product: pyaxq.
WHAT PYAXQ IS
pyaxq takes a trader's strategy written in a restricted, typed subset of Python, proves it safe, and compiles it to native code that behaves identically in backtest and live trading.
Pipeline:
strategy.py → AST → subset check → type inference → Z3 safety proof → IR → LLVM → native .so
Guarantees built into the language:
- No look-ahead: a strategy can never read data after the current bar
- Deterministic: seeded randomness only; no file, network or plotting access
- Exact money maths: fixed-point arithmetic (int64, 8 decimals) for prices, pips and P&L
- Compiled speed: native code, no interpreter in the hot loop
WHAT YOU WILL DO
- Define and document the Python subset and the trader-facing SDK (aq.Strategy, aq.Indicator, on_bar, on_tick, order and position methods, aq.Param)
- Build the compiler front end: parsing, subset checking, type inference
- Use Z3 to prove strategies free of divide-by-zero, out-of-range access and oversized orders
- Generate native libraries through LLVM
- Design and version a stable C ABI (axq.h) used by the backtester and live engine, with reference hosts in C, Python and Rust
- Build compiled, deterministic versions of popular libraries in phases: core NumPy and pandas, the most-used TA-Lib indicators first, then wider coverage (pandas-ta, QuantStats metrics, ML model inference)
- Integrate with a nautilus_trader-based backtesting and execution engine (market, limit, stop, SL/TP orders)
- Build a conformance test suite and publish benchmarks against plain Python
FIRST MILESTONES
1. Language spec v1, axq.h v1 and compiler front end
2. A simple SMA crossover strategy compiled and backtested end to end on real EURUSD data
3. Z3 verification, LLVM code generation and core library support, with a published benchmark
4. Engine integration with deterministic backtest/live replay, and a pip-installable SDK
REQUIRED
- Built at least one real compiler, interpreter or language toolchain
- Hands-on LLVM experience (IR generation, AOT compilation)
- Expert C; strong Rust or C++
- Deep knowledge of Python's AST and semantics
- Practical experience with SMT solvers (Z3) or other formal methods
- Strong grasp of floating-point versus fixed-point arithmetic and reproducibility
NICE TO HAVE
- Trading systems, backtesting engines or market data experience (FX ideal)
- nautilus_trader, Backtrader or Vectorbt
- Numba, Cython, mypyc or other Python-to-native work
- ONNX / ML inference in native environments
HOW WE WORK
- Plan posted before each task; all code in our company GitHub, linked to Jira tickets
- Every deliverable reviewed by our technical reviewer
- Written updates every two days, a weekly plan and a short weekly demo of working code
- Technical discussion in a shared Slack channel
- All IP is assigned to AxonQuant Ltd; an NDA is required before detailed specs are shared
TO APPLY
Please answer the screening questions and include a link to a compiler, language or runtime you built or contributed to substantially, with a note on your part in it. Generic proposals will not be considered.
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