Auros

Software/ Data Engineer with C++

Job description

This is a rare opportunity for an experienced Software Engineer / Data Engineer to become both steward and champion for the firm's market and trading data archives and the systems which capture, transform and load trading data to and from those archives. You’ll enjoy taking on this responsibility, where you’ll have the opportunity to make a substantial impact on the business outcomes through the work you do every day.

You’ll learn from our experienced trading team and help develop and support systems that execute millions of trades on crypto exchanges across the globe.

Job responsibilities include:

  • Develop, test and maintain highly scalable and reliable distributed data architecture that supports the needs of the business
  • Analyze, define and automate data quality improvements
  • Develop and maintain real time data collectors for time series databases
  • Build and improve trading analytics using time series databases
  • Create tools to automate the configuration, deployment and troubleshooting of the data pipeline
  • Develop strategies to make our data pipeline efficient, timely and robust in a 24/7 trading environment
  • Implement monitoring that measures the completeness and accuracy of captured data
  • Manage the impact that changes to trading systems and upstream protocols have on the data pipeline
  • Back populate and clean historical datasets
  • Collaborate with traders and trading system developers to understand our data analysis requirements, and to continue to improve the quality of our stored data
  • Develop tools, APIs and screens to provide easy access to the archived data

Requirements:

  • Extensive experience using C++ and Python for data analysis and other ad hoc tooling to analyze time series data sets and other large sets of data is a MUST
  • You’ll have experience with developing real time large scale data pipelines, with petabytes of data
  • Experience with distributed, high performance SQL and NoSQL database systems
  • Experience with data lakes, Amazon S3 or similar experience developing in C++, on linux Protocol level network analysis experience
  • Experience with terraform
  • Experience with Clickhouse
  • Experience with technologies such as Hive, Hadoop, Snowflake, Presto or similar

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