Data Engineer

Tasks

• Creating ETL processes and data marts.
• Designing linearly scalable client wrappers for interacting with exchange APIs, brokers, data aggregators, vendors, and blockchains.
• Working with FIX, HTTP, WebSocket, and gRPC protocols.
• Configuring monitoring systems to ensure the reliability of ETL processes.
• Developing BI dashboards/reports using data visualization tools such as Grafana, Tableau, LightweightCharts, and Google Sheets.
• Analyzing and comparing diverse data sources, their costs, and the amount of effort required to obtain them.
• Searching for data from non-normalized sources, such as news, social media, or websites.

Requirements

• Strong proficiency in SQL: aggregations, joins, subqueries, window functions (first, last, candle, histogram), indexes, query planning, and optimization.
• Experience in designing database schemas: normalization/denormalization within the scope of OLAP/OLTP.
• Understanding of different data storage architectures (Data Warehouse, Data Lake).
• Experience working with databases such as PostgreSQL + TimescaleDB or ClickHouse.
• Experience with raw data, including cleaning, normalization, and enrichment (CSV, JSON, PCAP, FIXML, etc.).
• Experience with large datasets (1TB+) and understanding of data architecture for high-load systems.
• Ability to work in a rapidly changing, dynamic environment.

Nice to have:

• Proficiency in Docker, Airflow, and Kafka tools.
• Experience and/or willingness to transition to Julia, Rust, Python.
• Experience with the Hadoop ecosystem (HDFS, Hive, Spark).
• Understanding high-level business tasks and independently determining the data needed to solve them.
• Knowledge of basic trading statistics such as PnL, trading volumes, funding and interest rates, profitability, variation margin, spreads, convert rates, weighted average prices, etc.
• Knowledge of financial markets and high-frequency trading systems.
• Experience with real-time data processing and streaming data technologies.

We offer

• Being a part of a modern international technology team, zero bureaucracy, legacy and technical debt.
• Great opportunities for professional growth and personal fulfillment: top team, cool atmosphere, participation in professional international conferences.
• Remote work from anywhere in the world, flexible schedule, help with relocation.
• A real wage, pay in hard currency, compensation for VMI, corporate sports and non-core training, help with relocation.