Senior Market Data Engineer

Fully Onsite in either Hong Kong / Singapore. Open to all APAC applicants.

Role Responsibilities

Empowerment & Standardization: Responsible for mentoring junior engineers and talent pipeline development. Cultivate and institutionalize team-level sanity check protocols, high-frequency data engineering best practices, and standardized delivery whitepapers.

Requirements

• Experience & Background: 5 years of experience in global exchange market data/tick data engineering, with a proven track record of successfully implementing full-lifecycle, large-scale historical MBO data projects across multiple markets.
• Core Technical Stack: Highly proficient in C with exceptional capabilities in native PCAP processing and low-level raw data parsing. Deep understanding of high-frequency market microstructure, with hands-on mastery of Order Book Reconstruction , Snapshot Recovery , and latency-sensitive data alignment techniques (e.g., A/B arbitrage alignment).
• Vendor Evaluation Expertise: Extensive practical experience in direct exchange feeds and major international third-party market data vendors (e.g., MayStreet, Pico, Databento, Refinitiv, QuantHouse ). Proven ability to conduct vendor selection, sample evaluation, and quality differentiation, with a clear understanding of the underlying pain points and technical nuances of various data sources.
• Domain Knowledge: Profound understanding of the underlying market data architectures of major global exchanges. Familiar with the characteristics of market data across various asset classes (with an emphasis on global derivatives/futures). Possess hands-on, practical experience in resolving critical pitfalls such as implied order processing , contract symbol mapping mechanisms, sequence number continuity validation, and multi-precision price alignment.