Solutions engineer

JOB DESCRIPTION:

• Development of analytical queries of various complexity using the OneTick time series database query language.
• Development of new solutions from beginning to end or modification of existing solutions per customer requirements. An example is a trade surveillance solution that analyzes client's orders and executions for prohibited trading behavior.
• Performance testing, scenario testing, and quality assurance.
• Responding to client questions, reproducing and fixing client issues.
• Configuring data loading for customer orders and executions data that comes in a variety of formats for multiple asset classes including equities, FX, fixed income, futures, options, and spreads.
• Using bash scripting, Python, and Perl to set up processes to check data quality, load the data, and analyze the data.
• Leading POC process for prospective clients.
• Taking part in design meetings.
• Producing documentation.

REQUIRED QUALIFICATIONS:

• Strong analytical and problem-solving skills; ability to multitask, investigate and solve problems with incomplete information.
• Strong scripting skills in a language such as Python or Perl. Some experience with a compiled language such as C++ or Java is desirable.
• Advanced user and scripting knowledge of Linux a must. User / programmer-level knowledge of Windows desirable.
• Graduate level knowledge of computer science / statistics / physics is highly desirable. Previous financial markets experience is a plus.
• Experience with SQL, time-series databases, database theory, normalization is a plus.
• Excellent English reading and writing skills; good speaking skills are a plus.

Solutions engineer

Please download this CVS file. It contains data in the following format:

Time,PRICE,SIZE,EXCHANGE

10:00:00.009,135.14,100,V

The line above should be read as 100 shares were sold for $135.14 at 10:00:00.009 at the exchange "V".

Please find the one second-window during which the largest number of trades took place. Do the same considering trades for each exchange separately.

Your code will be evaluated based on its correctness, performance/computational complexity, and readability (feel free to comment your code and/or write a description).

Mы ждем от Вас ответ в тексте письма в формате «максимальное количество сделок в течение одной секунды было между 12:01:08.104 и 12:01:09.103. В этот интервал прошло х сделок.» и аналогично по строчке для каждой биржи + код/описание решения

Пришлите, пожалуйста, Ваше решение на hr.spb@onetick.com

Support Engineer

JOB RESPONSIBILITIES:

• Deployment and maintenance of the product configuration for the clients;
• Development of client-specific solutions, including configuration, programming and scripting;
• Responding to client questions, providing examples and complete solutions, reproducing client issues, communicating issues to the development and management

REQUIRED QUALIFICATIONS:

• General requirements
• Excellent English reading and writing skills; ability to communicate comfortably with overseas customers; good speaking skills are a plus.
• Good communication skills;
• Ability to work under time pressure, multitask, investigate problems with incomplete information;
• Ability to quickly consume new technological knowledge.

Support Engineer

Consider a file that contains thousands of lines in the format key1=value1 key2=value2 like below:

8=FIX.4.2 9=370 35=8 34=57 49=Z

35=G 34=76 49=Z

8=FIX.4.2 9=361 35=8 34=80 49=Z

8=FIX.4.2 9=417 34=93 49=Z

8=FIX.4.2 9=364 34=107 49=Z 35=D

Each key appears in each line at most once.

How would you find the unique values for key 35 using the tools available in a Linux environment?

The answer for the lines above is 8, G, D.

Please provide a solution that can be run from a Linux command line.

Пришлите, пожалуйста, Ваше решение на hr.spb@onetick.com