*** Tick Data Analyst - Cash / Derivatives Trading - KDB, KDB+, Data Warehousing, Analytics, Options, Delta One, Arbitrage - Hong Kong ***
My client is the Risk Trading division of a market-leading Peer-to-Peer Trading Platform provider that offers leveraged contracts that are bought and sold in Bitcoin.They are the leader in the Bitcoin/USD market and are rapidly expanding. As one of the fastest-growing companies in the Cryptocurrency and Fintech space, they provide a unique, trading-focused experience to digital currency markets.
They have a brand new risk trading business focused on derivatives (options and delta one), and have been building world class tradign system to underpin it.
They are seeking an experienced Tick Data Analyst to join their team to handle the following:
Tick Data Warehousing
- Capture market tick data (trade, quote, order book) from a number of key cash and derivative crypto trading platforms.
- Capture internal tick data (order, execution, position, margin, transact) from the BitMEX trading engine.
- Integrate this data into an existing data warehouse framework. Ensuring the continued maintenance of this data warehouse.
- Build self-service tools that help other data consumers to extract and analyse data from the warehouse.
- Regularly produce detailed activity reports across key cash and derivative crypto trading platforms- this will include and build on volume and revenue reports.
- Create automated tools that will provide historical depth and slippage analysis on a number of cash crypto trading platforms. This analysis will be used when working alongside quants in the production of new index methodologies as well as the continuous assessment of existing index constituents.
- Automating and regularly analysing results of tick size and leverage reports that will provide the quantitative thesis for a changes such as tick size adjustments upon significant market movements (whilst incorporating other mathematical constraints on the financial product).
- Producing metrics which quantify relationships between market parameters and revenue/volume and flagging when there is a regime change.
- Working alongside a number of departments including the data warehouse team, trading technology team, financial products & business development for developing financial analysis that provides a better insight into market activity.
- 7y+ experience in building data warehouses, using and producing key analytic reports for a derivative trading business.
- Experience building and maintaining resilient KDB tickerplant architectures.
- Solid derivatives knowledge across delta1 and/or options.
If you would like to apply for this opening or discuss any other positions within banking and finance technology in Asia, please send an email to Craig.Barnish@bahpartners.com / +852 2544 4479.
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