About Us
Hillroute Capital is a multi-strategy systematic crypto hedge fund, live 18 months on Binance portfolio margin and Coinbase. Multiple alpha sleeves across momentum, carry, volume, and market-neutral books, with a custom portfolio-level risk overlay. The full stack — research, backtester, execution, risk, reconciliation — is built in-house in Python.
The engagement
We're commissioning an external audit of our trading infrastructure as we scale into institutional AUM. We want this done by someone who has built and run systems at this level before. Need more of a technical audit then a compliance audit. Both would be great.
Scope of work
Hands-on Review Across
- Order management and execution (Binance PAPI / FAPI, Coinbase Advanced Trade)
- Risk overlay (per-strategy vol scaling, exposure caps, kill paths, cold-start behavior)
- State management across backtester memory, in-process OE state, and exchange truth
- Reconciliation, order lifecycle, idempotency
- Kill switches, circuit breakers, position limits
- Observability, alerting, on-call playbooks
- Change management and deployment
- Backtest-to-live consistency
You'll deliver a written report with prioritized findings (P0/P1/P2), each with recommended fixes and effort estimates, plus a 90-day remediation roadmap. This would be followed by working with the engineering team hands on guiding them on the fixes and the correct architecture.
Who You Are
- 10+ years building or operating production order management / execution infrastructure at a real trading firm — quant shop, market maker, exchange, prop desk, or institutional crypto firm
- Senior Python engineer who reads code, identifies architectural defects, and writes about them clearly
- Specific experience with: idempotent order submission, exchange-state reconciliation, kill switches, state-divergence detection, fail-closed risk logic, backtest-vs-live consistency
- Comfortable working independently with read-only production access under NDA
Nice to have
- Crypto-native experience, particularly Binance PAPI / portfolio margin
- Track record of producing audit reports that drove actual remediation at the receiving firm
Logistics
- Remote, with optional in-person final readout
- Day rate negotiable, competitive with senior consulting at quant shops
- NDA before code access
- Optional 3-6 month advisory retainer afterwards if the fit's right
Location: Remote
Type: Contract, 4-6 weeks, with possible ongoing advisory retainer
How To Apply
Include a brief note on relevant past work, indicative weekly/ monthly rate, and earliest availability. References required at offer stage
