Developer - Strategy Development at Aurosglobal

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. 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.