Position Overview
Job Title:
Data Engineer - Crypto Algorithm Execution
Contract Type:
Time Type:
Job Description:
Build and operate a production-grade crypto execution stack that trades efficiently across fragmented liquidity. You will deliver robust reference pricing, smart order placement, and high-availability systems that minimize costs and enable reliable, scalable execution.
Design, implement, and maintain an execution algorithm for major crypto exchanges such as Kraken and Binance. Develop fair value models that aggregate prices across venues to produce reliable reference pricing. Optimize order placement strategies including slicing and liquidity seeking to reduce slippage and transaction costs. Collaborate with data engineers and quantitative researchers to integrate live market feeds and trading signals into the execution framework. Build monitoring and diagnostics for execution performance, latency, and risk. Ensure the codebase is resilient, production-ready, and highly av...