We are Auros!
We are a high-frequency trading firm operating 24/7/365 in the global cryptocurrency market, with offices in New York and Hong Kong. The team consists of world-class talent and spans 5 continents. We are one of the largest participants in the market, trading a significant share of market turnover. Our team is always iterating to ensure we stay ahead of the curve.
What you’ll do:
This is an opportunity to develop trading strategies within the cryptocurrency markets. We are looking for someone to work with one of our traders who is based in Asia, and as such we're looking for someone who is either based in Asia, or a compatible timezone. You will work remotely most of the time, and so we are flexible to your exact locale. In general, you will develop and support systems that trade on cryptocurrency exchanges across the globe. In particular, you will:
- Transform trading opportunities into profits. That is, improve and invent trading and market making strategies while minding risk and any market-making obligations. You will oversee the entire process, including problem identification, analysing data, writing software, and providing ongoing support.
- Improve and develop systems for automated monitoring of 24/7/365 trading.
- Develop C++ and Python applications that leverage internally-developed, normalised interfaces for market data and order execution.
- Work with both existing codebases and new ones.
- Collaborate closely with others. The business, development, and trading teams regularly work in concert with each other.
- Monitor trading, especially of new algorithms, and ensure that our systems are performing as desired from a technical, risk, and profit perspective.
- Use your experience working directly with trading teams to identify and surface opportunities to improve Auros’s technical systems and architecture.
- Engage with the team during system design discussions, code reviews, trading idea brainstorms, and general banter.
Requirements:
- Experience developing high-performance trading strategies for trading and especially market making in traditional or cryptocurrency markets.
- Experience with low latency trading algorithms, market making and/or high frequency arbitrage, including an understanding of risks associated with managing a portfolio.
- At least three years of experience in developing clean, maintainable, and performant code in C++ on Linux.
- Experience with latency-optimised, distributed systems that are built to robustly handle many transactions.
- Ability to find a balance between delivering clean, testable, reliable code and rapidly deploying new system features to take advantage of market opportunities.
- You are reliable, take pride in delivering robust software, and willing to be on call to support the systems you develop.
Highly Desirable:
- A thorough understanding of network programming, namely UDP, TCP, TLS, and Websockets.
- Experience profiling C++ code with any of Cachegrind, Valgrind or other profiling tools.
- Experience configuring and monitoring Linux machines.
- Experience with inter-process messaging via shared memory.
- Experience with cloud computing infrastructure such as AWS.