Trading & Trade Data Engineer
Sixtant is growing and we are looking for one of our first hires: a Trading & Trade Data Engineer. We are looking for a proactive builder that wants to get her/his hands dirty and is excited about working in a small team to take Sixtant to the next stage.
Sixtant is a high-frequency trading firm that applies quantitative trading strategies to cryptocurrency markets in pursuit of alpha exposure, which comes from correcting market microstructure inefficiencies and mispricing. We also provide market making services to cryptocurrency exchange and projects.
- Craftsmanship — we are proud of our attention to detail and the work that we produce.
- Passion — we love what we do.
- An analytical mindset and scientific approach to problem solving.
- Honesty and integrity — we do not cut corners ethically.
Your mission is to achieve a comprehensive understanding of algorithmic trading while working with data to improve the execution of existing trading strategies, aid in the research of new ones, and perform monitoring of and reporting on market making operations.
Subsequent to these successes you will participate in the thoughtful engineering of Sixtant’s technical infrastructure using small, durable components to expand its functionality. As Sixtant grows, your mission will be to supervise the delegation of the less complex reporting and modeling tasks and shift your main focus to higher level data and engineering concerns.
- Automate the reporting of trading activity, broken down by strategy with summary analyses of internal data (P&L, uptime, expected vs realized execution costs, etc) and public market data.
- Build on the data collection infrastructure and improve the utility of the storage format.
- Use our collected data or find external data as necessary to produce internal research regarding trade ideas chosen by the team.
- Take ownership of the external reporting process for market making contracts.
- Investigate and write one trading strategy from scratch.
- Learn about algorithmic trading and prepare to grow with the team — participate in the hiring of subordinates and the delegation of reporting tasks.
To succeed in this role you will need
A strong engineering skill set and experience writing clean, modular, maintainable code, following the best principles of software engineering.
Proficiency in Python, readiness to learn Clojure.
Proactivity and enthusiasm — you bring ideas to the table and are excited to execute them.
A love of constant learning — some tasks will be demanding and you will find yourself facing challenges you have never encountered before.
Ability to write and communicate in English.
Nice to have
- Experience with quant modelling or machine learning.
- Familiarity with the JVM.
- Strong interest in cryptocurrency and finance.
- A Bachelor’s or Master’s Degree in mathematics, computer science, finance, or an adjacent field.
About our technology
- Built for correctness, modularity, and expressiveness on the JVM. A connection layer performs real-time, high-throughput processing of messages from dozens of limit order book markets at low latency (avg ~0.3 – 1ms), keeping an in-memory replica of each exchange’s market state & auditing message correctness.
- In a data collection deployment, those messages are then sent through a suite of functions to compute metrics, which are in turn logged to a time series database.
- In a trading deployment, updates to the market state are passed to various strategies, whose outputs are used to compute and handle order placements.
- Strategies are built out of stateless, well-tested, functional primitives that deal with order book topology on a granular level to position orders strategically within the book.
- We use CSP-style message passing and immutable data structures to maximize concurrency throughout the system, especially with regard to non-blocking IO.
- The production system is online and making trades 24/7.