Team CryptoInsightfull 
My Background
Machine learning and software engineering
Got an Offer for
Data and AI engineer in a bitcoin market making firm/exchange.
Context
I already talked to one software engineer in the team, he said the team’s major focus is on post trade compliance. I am trying to do more research on this topic, but some pointers on what exact problems constitutes the intersection between big data, ML and Bitcoin market making will be sincerely appreciated.
It is a new team, and I want to arrive with at least some vague ideas on what kind of problems will be feasible and beneficial to solve, using big data and ML in a bitcoin market making context, assuming we have past tick data and transaction data available. Some ideas I have are basically user clustering (risk hungry, or low risk), or somehow helping institutional traders (who trade using our exchange) on volatility or sentiment etc. But still too vague, so any pointer, blog, tutorial will be helpful.
