Data Engineer

Company: Auros
Location: San Francisco
Posted on: January 16, 2022

Job Description:

Location: Remote, West Coast timezone
Company Profile:Auros is a proprietary high frequency trading firm operating in the global cryptocurrency market. We are a 24/7/365 business, trading digital assets in 10+ locations around the globe and possessing a team of world-class talent spanning 4 continents, with many employees working remotely and a physical office in Hong Kong.
We are one of the largest participants in the market, generating daily notional turnover in the billions of dollars. We combine a systematic approach with sophisticated pricing models and state-of-the-art execution capabilities, iterating regularly to ensure robust, reliable trading performance.
More information can be found on our company website: https://auros.global. Summary of Position:This is a rare opportunity for an experienced 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. Youll enjoy taking on this responsibility, where youll have the opportunity to make a substantial impact on the business outcomes through the work you do every day.Youll 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
  Position Requirements:
  • Extensive experience using python for data analysis and other ad hoc tooling to analyse time series data sets and other large sets of data
  • Ideally youll have experience with developing real time large scale data pipelines, with petabytes of data
  • Experience with distributed, high performance SQL and NoSQL database systems
    And the following are highly desirable:
    • 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 similarby Jobble

Keywords: Auros, San Francisco , Data Engineer, Engineering , San Francisco, California