Developer - Exchange Connectivity

We are Auros!

A high-frequency trading firm operating in the global cryptocurrency market. We have offices based in New York and Hong Kong, we are a 24/7/365 business, trading digital assets across 10+ locations around the globe driven by a team of world-class talent that spans 5 continents. We are one of the largest participants in the market, trading a significant share of global market turnover. We combine a systematic approach with our sophisticated pricing models and state-of-the-art execution capabilities, iterating regularly to ensure we have robust, reliable trading performance.

What you’ll do

This is an opportunity to develop trading systems for cryptocurrencies in the rapidly evolving class of digital assets. You’ll learn from our experienced trading team and help develop and support systems that execute millions of trades on crypto exchanges across the globe.

The Job

• Develop C++ applications that connect to crypto currency exchanges and cryptocurrency protocols and provide normalised exchange access to our auto trading applications
• Become a domain expert in 2-3 exchange systems / cryptocurrency protocols. Apply this expertise to improve the trading performance of our own systems and/or to request improvements to exchange systems
• Be accountable for the deployment, monitoring and management of connectivity solutions for the exchanges you’ve become an expert in. Help troubleshoot other exchange connectivity as required
• Optimise applications for microsecond latencies and efficient utilisation of scant messaging bandwidth
• Help engineer internally developed middleware and messaging protocols, improving reliability, scalability, throughput and latency
• Collaborate with traders and strategy Developers to analyse logs and build tools to assist in the analysis of execution performance
• Develop ancillary trading system infrastructure in python as required
• Create tools to automate the configuration, deployment, monitoring and troubleshooting of trading system components
• Engage with the team during system design discussions, code reviews, trading idea brainstorms and daily office banter.

Skills required:

• A software engineer with 3+ years experience in developing clean, maintainable and performant code in C++ on linux
• Experience profiling C++ code with any of cachegrind, valgrind or other profiling tools
• A thorough understanding of network programming: UDP, TCP, TLS, Websockets
• Bonus points will be awarded to candidates who have developed websocket execution for any of the top 10 cryptocurrency exchanges and who can articulate the challenges they faced
• You can find the 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 are willing to be on call to support the systems you develop

Highly Desirable:

• Experience with high-transaction, latency optimised, distributed systems
• Experience configuring and monitoring Linux machines
• Experience with inter process messaging using shared memory
• Experience with cloud computing infrastructure such as AWS
• Experience developing high performance exchange connectivity software, for market making in traditional markets.