Senior Research Platform Engineer
Job Fit Check
Base Career helps you apply smarter for this job.
Key skills for this role
About the Role
Maintain C++ simulation framework, implement matching engine models, develop Python tools, ensure production alignment, and handle large datasets while collaborating with resear.
Key Skills for This Role
Full Job Posting
Overview
Simulation & Backtesting: Maintain and extend our C++ simulation/backtesting framework for both digital assets and FX, ensuring it faithfully reflects live exchange behavior.
Matching Engine & Queuing: Implement and refine models of exchange matching engines and order queuing (FIFO, pro-rata, hidden orders, cancel/replace rules), ensuring execution simulations align with production fills.
Python Integration: Build and maintain pybind11 bindings so researchers can interact with the C++ simulator from Python.
Research Tooling: Develop Python scripts, data pipelines, and visualization tools that leverage the simulator for testing and analysis.
Production Alignment: Guarantee that strategies tested in the simulator match production performance by debugging mismatches and validating data flows.
Historical Data Handling: Work with large datasets stored on an NFS file system, building efficient indexing, access patterns, and preprocessing pipelines for researchers.
Collaboration: Partner with researchers and traders to translate raw ideas into reproducible experiments.
Reliability & Debugging: Investigate discrepancies between simulation, research, and production, and improve robustness of the research environment.
Apply for this job in 1 click
Skip the repetitive application forms
Install the Base Career Chrome Extension and autofill job applications across major job boards with your profile.
Trusted by over 500,000 job seekers on Base Career