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
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.
