Senior Data Engineer, Trading Analytics
The BitMEX Trading Technology department sits at the core of the business and handles all brokerage and trading aspects of the platform. The team is responsible for order management, risk checking, position keeping, PNL calculations, pricing (derivatives), risk management, market data distribution, order matching, and settlement.
The Trading Analytics team is responsible for utilising BitMEX’s vast operational and trading data to analyse platform trading behaviour. With an emphasis on automation, the team provides both data-driven reporting as well as well-engineered internal and external highly-available APIs in order to serve internal teams and clients. The team provides data backed analysis and essential input for key business decisions and the future of the platform.
- Maintain and expand current set of operational and business metrics for the trading platform
- Work with internal engineering teams to utilise and expose analytics data
- Work with internal Financial Products team to provide accessible internal APIs and analytics functionality
- Design and develop new and existing software services to support changing usage patterns
- Design and implement models that segment trading behaviour and identify inefficient platform usage patterns
- Ensure that all parts of the analytics calculations are running correctly, with appropriate monitoring and testing in place
- Ensuring that all parts of the trading analytics platform are running correctly, with appropriate monitoring and testing in place to identify any potential issues
- Identify and implement performance improvements to the trading analytics platform
- You follow good principles of software engineering like TDD, writing modular, maintainable, clean code, and are used to working in an Agile environment.
- Strong engineering skill set with firm grasp of fundamental Computer Science principles and a test-driven approach to software development
- 5+ years programming experience writing high throughput market data or analytics platforms in KDB+ or similar technology, ideally in FX, Equities or Derivatives markets
- 3+ years financial experience at a Hedge Fund, Investment Bank, or Exchange building market data or analytics systems
- Experience in data analytics, behaviour modelling, and user segmentation
- Experience building client analytics systems for Transaction Cost Analysis, and other analytics
- Experience building Market Data analytics services for depth, skew, volatility, correlation matrices and other analytics
- Experience with Grafana or similar data visualisation tools
- Ability to adapt to changing priorities within a fast moving industry and startup culture
- Preferable: experience building microservice architecture systems, test automation, BDD, scaling.
- Computer Science / Engineering / Mathematics / Statistics degree preferable