About the company
Auros is a leading cryptocurrency market making and high-frequency trading firm operating across all major venues and instruments. A 24/7/365 business, it possesses a world-class team of trading and engineering talent across 15 geographies globally, combining remote work and physical offices in Hong Kong and New York. Auros is one of the largest participants in cryptocurrency markets, generating daily notional turnover in the billions of dollars. Their long-standing technological heritage combines a systematic approach with sophisticated pricing models and state-of-the-art execution capabilities, regularly iterating to ensure robust, reliable trading performance. Their partnership-based approach to external liquidity provision has rapidly established them as a go-to market maker for token projects.
Job Summary
The Job
šDevelop C++ applications that connect to crypto currency exchanges and cryptocurrency protocols and provide normalised exchange access to our auto trading applications šBecome 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 šBe accountable for the deployment, monitoring and management of connectivity solutions for the exchanges youāve become an expert in. Help troubleshoot other exchange connectivity as required šOptimise applications for microsecond latencies and efficient utilisation of scant messaging bandwidth šHelp engineer internally developed middleware and messaging protocols, improving reliability, scalability, throughput and latency šCollaborate with traders and strategy Developers to analyse logs and build tools to assist in the analysis of execution performance šDevelop ancillary trading system infrastructure in python as required šCreate tools to automate the configuration, deployment, monitoring and troubleshooting of trading system components šEngage with the team during system design discussions, code reviews, trading idea brainstorms and daily office banter.
Skills required:
šA software engineer with 3+ years experience in developing clean, maintainable and performantcode in C++ on linux šExperience profiling C++ code with any of cachegrind, valgrind or other profiling tools šA thorough understanding of network programming: UDP, TCP, TLS, Websockets šBonus 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 šYou can find the balance between delivering clean, testable, reliable code and rapidly deploying new system features to take advantage of market opportunities šYou are reliable, take pride in delivering robust software and are willing to be on call to support the systems you develop