Data Engineer at Invictus Capital

Job description

The Data Science team is responsible for all analytics and machine learning in the company. 

Examples of what we do: 

• Reinforcement-learning based cryptocurrency trading AI bot 
• Market-neutral crypto trading algorithms
• Directional trading algorithms using supervised learning and/or rules engines
• Building advanced simulations used in backtesting our own trading algorithms
• High frequency trading algorithms operating on various crypto exchanges

The Data Engineer operates on the interface between Data Science and Engineering. You will be part of the Data Science team at Invictus Capital and your primary focus and responsibility will be productionalization of trading algorithms. You will be responsible for the architecting and developing and maintaining the frameworks which run the models and allow us to scale without any human intervention. 

You have at least 3 years experience working with a Python stack in Linux or MacOS. You need a comprehensive understanding of PostgreSQL as well as experience with DevOps tools like Git, Kubernetes and Docker. Bonus points if you have set up production servers yourself, or have created some cool projects on your own. Your focus will be productionalizing trading strategies so you will need to be a full-stack developer. Most of our solutions are based on GCP and you should know what spinning up Kubernetes deployments and configuring load balancing entails. Because we develop some CPU intensive algorithms you would also have to know how to optimize Python code. Bonus would be if you know C/C++ and have developed dashboards or other front-ends.

You are a self-starter with a keen eye for detail, work well under pressure, and can deliver superb engineering content to a diverse team of data scientists and engineers.

Qualifications

You should have a relevant formal qualification from a first-rate university, or equivalent knowledge:

• BSc Eng in a relevant field (Electrical Engineering; Information Engineering/Systems; Network engineering; or similar);
• BSc Comp Sci with network or ops experience; etc.

Work experience: We're not looking for a junior, so we're looking to understand your experience in using the tools of the trade (but don't really mind where you've used them). You have:

• Worked in some production environment, driving the code sausage-machine
• Had at least one time when everything has fallen apart—and then fixed it
• Share your thinking in situations where it is too easy to keep quiet
• Understand that a marathon may have more than one sprint in it

Tools and languages: We use the following tools, frameworks, languages and technologies in the backend

• Languages: Python, SQL, C/C++, 
• Task management and version control tools: Jira, Confluence, Gitlab
• Google Cloud technologies: Kubernetes, PostgreSQL, BigQuery, Pub/Sub, Redis, GRPC, REST

Optional requirements: When you have experience / understanding of the following it will be very helpful in the job application process

• An understanding of cryptocurrency/blockchain technology
• Experience with prop trading and/or experience in financial systems