Institutional crypto derivatives exchange with futures, options, and leveraged trading
Delta Exchange operates a matching-engine-driven derivatives platform for Bitcoin and altcoins, built on Python + C++ + React with a data infrastructure stack (PostgreSQL, TimescaleDB, Airflow, pandas, NumPy) tuned for high-throughput batch ETL and sub-hourly SLAs. The hiring mix skews senior (6 of 9 open roles) across finance, product, and data — indicating a focus on trading model sophistication and operational resilience rather than early-stage scaling. Active projects in algo trading, MFT strategy, and production ML deployments align with a push toward institutional-grade quant capabilities.
Delta Exchange is a derivatives trading platform founded in 2018 and headquartered in Singapore. The platform offers Futures, Perpetuals, and Options contracts on Bitcoin and major altcoins, with leverage up to 100x. The product surface includes Interest Rate Swaps, Calendar Spreads, Turbo Options, and algorithmic trading strategies for both retail and institutional users. Delta's technology backbone emphasizes low-latency matching, institutional APIs, and advanced order types. The company operates across 51–200 employees and is actively hiring in India and the United Arab Emirates, with current open roles concentrated in finance, product, and data functions.
Delta's core stack is Python and C++ for backend systems, React and TypeScript for frontend, with PostgreSQL, MySQL, and TimescaleDB for data persistence. Data pipelines run on Apache Airflow; monitoring via Prometheus and Grafana.
Active projects include expansion of the algorithmic trading vertical, MFT strategy development, production ML model pipelines, and daily batch ETL optimization — signaling a focus on quant capabilities and data-driven trading strategies.
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