Data Infrastructure Researcher

Data Infrastructure Researcher at Wunder Fund

Wunder Fund, a company founded in 2014, specializes in High-Frequency Algorithmic Trading (HFT). We operate across numerous global exchanges, including both traditional and cryptocurrency markets, with a daily trading volume of approximately $8 billion.

We are expanding our Market Data team and seeking a Data Infrastructure Researcher.

Why This Role Is Important

Our quantitative analysts utilize a backtester, a simulated exchange environment, to test ideas and develop trading strategies. Accurate simulation hinges on meticulous handling of historical data. This involves reliably capturing raw online trading data in its simplest form, transforming diverse data formats from various exchanges into a unified internal format, and rigorously verifying data quality through specialized checker programs.

It is crucial that the finalized data is dependable for simulations, free from gaps and artifacts, and accurately reflects real-world market activity. As the saying goes, "Garbage in — garbage out."

What You Will Do and Why It's Interesting

In this position, you will grow as both an engineer and a researcher. Your responsibilities will include:

• Investigating data losses and discrepancies, which occasionally occur due to novel, non-trivial reasons. Each instance requires a thoughtful and thorough investigation.
• Developing parsers for exchange data.
• Building and maintaining data pipelines, focusing on the infrastructure for collecting and processing exchange data, written in Python 3 and C++20. The processing infrastructure involves multiple stages and runs distributedly on Google Cloud, presenting many non-trivial challenges.

How to Know If You Are a Fit for This Role

• Interest in development and understanding complex systems.
• A passion for data and a meticulous approach to examining exchange data.
• A drive to uncover the root cause of issues, persisting through unsuccessful attempts with growing enthusiasm.
• Intellectual curiosity and a passion for research.

If this description resonates with you, you'll likely find this role engaging. We have assembled a team of highly skilled specialists, including graduates from top universities (MSU, MIPT), Kaggle competitors, ShAD participants, international olympiad winners, and elite programmers and mathematicians.

What We Require

• Experience in commercial development using Python and C++.
• Proficiency in meticulously analyzing data.
• Experience with Kaggle competitions, ShAD, or success in ICPC and other olympiads is a plus.

Conditions

• Minimal bureaucracy and a small team of strong specialists, fostering an environment for discussing ideas.
• Fully remote work.
• Post-probationary period, we offer relocation/visa assistance if desired. For those of conscription age in Russia, we can assist with deferment.
• Twice a year, we rent a large villa for a couple of months for collaborative work and living (previous retreats were in Thailand, Turkey, and Bali).
• Salary range: $5-7k net per month.

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

Key skills/competency

• Data Infrastructure Researcher
• Python
• C++20
• High-Frequency Trading (HFT)
• Algorithmic Trading
• Market Data
• Data Analysis
• Google Cloud (GCP)
• AWS
• Kaggle