Coinbase·Data Scientist·Technical Phone Screen
- Design an end-to-end analytics system to detect and quantify wash trading on BTC-USD and low-liquidity altcoin pairs on a centralized exchange. Cover feature engineering from order and trade logs, graph-based methods to infer shared account control, threshold-setting with precision/recall trade-offs, backtesting with synthetic injected wash trades and any enforcement ground truth, a daily risk score with confidence intervals and calibration, and how you'd surface flagged cases to Compliance without penalizing legitimate market makers.
“This was a beast.”