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 for cryptocurrency options. 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 options 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 on the options team 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 market making in traditional or cryptocurrency markets.
- Experience with options market making, including an understanding of risks associated with managing an options 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.
Apply Now: