Data Infrastructure Engineer

About Wunder Fund

Wunder Fund, established in 2014, specializes in High-Frequency Algorithmic Trading (HFT). We operate on numerous exchanges worldwide, including both traditional and cryptocurrency markets, with a daily trading turnover currently around ~$8 billion.

The Role: Data Infrastructure Engineer

We are expanding our Market Data team and are looking for a Data Infrastructure Engineer. This role is crucial because our quants rely on backtesting – an exchange simulator – to test ideas and develop trading strategies.

Accurate historical data is essential for proper simulation. We first store raw online data during trades in the simplest and most reliable way possible. Data from different exchanges arrives in various formats, which can be highly diverse. Therefore, after storage, we daily transform this data into our internal unified format. The quality of the processed data is then verified against numerous parameters using a specialized checker program.

It is vital that the prepared data can be trusted for simulation – it must be free of gaps and artifacts and accurately reflect what actually happened on the exchange. "Garbage in – garbage out" perfectly summarizes our approach.

What You'll Be Doing and Why It's Interesting

In this position, you will grow both as an engineer and a researcher.

• Investigate data losses and discrepancies: These occur sometimes, often due to new, non-trivial reasons. Each case of inconsistency requires a thoughtful approach and thorough investigation.
• Develop exchange data parsers.
• Build and maintain pipelines: You will be responsible for the infrastructure for collecting and processing exchange data, written in Python 3 and C++20. This processing infrastructure consists of several stages and runs distributed in Google Cloud. Expect many non-trivial tasks.

Who We're Looking For

You might recognize yourself in this role if you have:

• An interest in development and how complex systems are designed.
• A love for data: You'll spend a lot of time meticulously examining exchange data.
• A desire to get to the bottom of things: You don't give up if several ideas fail; instead, you move from one failure to another with increasing enthusiasm.
• A curious mind and an interest in research.

If this description resonates with you, you will likely find this role interesting. We have built a team of super-strong specialists – including graduates from MSU and MIPT, Kagglers, ShAD students, winners of international Olympiads, and top programmers and mathematicians.

Requirements

• Commercial development experience in Python and C++.
• Experienced practitioner in the method of close data scrutiny.
• Bonus points for: Success in Kaggle competitions, ShAD, success in ICPC and other Olympiads.

Conditions & Benefits

• Minimal bureaucracy, a small team of strong specialists where ideas can be freely discussed.
• Fully remote position.
• After the probation period, we assist with relocation / obtaining a residence permit, etc., if desired. If you are of conscription age and in the Russian Federation, we can assist with deferment.
• Twice a year, for a couple of months, we rent a large villa where you can work and live together (we've been to Thailand, Turkey, and Bali).
• Salary range: $5,000 – $7,000 net per month.

A short video about our infrastructure: https://youtu.be/662q9FVqp50

Key skills/competency

• Python
• C++
• Data Engineering
• Distributed Systems
• Google Cloud Platform (GCP)
• Data Pipelines
• Market Data
• Algorithmic Trading
• Problem Solving
• Data Quality