Remote Developer - Strategy Development

Summary

Join Auros, a high-frequency cryptocurrency trading firm, and contribute to the development and improvement of our trading strategies. This role involves working remotely with a US-based trader, focusing on developing and supporting systems that trade on global cryptocurrency exchanges. You will transform trading opportunities into profits, improve automated monitoring systems, develop C++ and Python applications, and collaborate closely with various teams. The ideal candidate possesses extensive experience in high-performance trading strategies, low-latency algorithms, and C++ development. This position requires a strong understanding of risk management and a commitment to delivering robust software.

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

Responsibilities

• Transform trading opportunities into profits; improve and invent trading and market making strategies while minding risk and any market-making obligations. 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

Preferred Qualifications

• 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