Senior Data Engineer

Summary

Join Auros, a leading algorithmic trading and market-making firm, as a Data Engineer. This role offers a unique opportunity to champion the firm's market and trading data archives and internal data products. You will design and implement the next generation of Auros data and analytic capabilities, working with existing data pipelines and databases. You will have significant impact on business outcomes and learn from experienced traders. The position involves developing, maintaining, and improving high-volume data architectures, analytics systems, and data quality. You will collaborate with traders and developers to ensure data accuracy and accessibility.

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
• Experience with distributed, high performance SQL and NoSQL database systems
• A bachelor's degree (or above) in Computer Science, Software Engineering or similar, with excellent results

Responsibilities

• Develop, test and maintain high throughput, high volume distributed data architectures
• Analyze, define and automate data quality improvements
• Develop and maintain real time data collectors for time series databases
• Build and improve trading analytics systems
• 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

Preferred Qualifications

• 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
• Ideally you’ll have experience with developing real time large scale data pipelines, with petabytes of data