Location: Hong Kong / Singapore

• Market Data Delivery & End-to-End Lifecycle Ownership: Manage the complete delivery lifecycle of high-frequency market data across one or more core market segments. Own pipeline development, including real-time exchange feed connectivity, large-scale historical data ingestion, and incremental data recovery to support quantitative research and trading operations.

• Exchange Data Quality & Validation: Apply strong knowledge of market microstructure and raw exchange feeds to identify and resolve complex data issues, including implied orders, dynamic symbol mapping, sequence gaps, timestamp alignment, and price precision challenges. Ensure data quality and consistency across both real-time and historical datasets.

• New Market Connectivity & Protocol Integration: Lead the onboarding of new exchanges and trading systems by developing MBO-level market data connectivity, parsing exchange-specific protocols, and standardising data transformation processes.

• Advanced Data Validation & Recovery Frameworks: Build comprehensive validation frameworks across multiple data layers, including MBO vs. TAQ/Snapshot comparisons and raw PCAP vs. normalized datasets. Drive order book reconstruction, packet loss detection, data gap analysis, and high-quality recovery processes.

• Technical Leadership & Best Practice Development: Mentor junior engineers, promote engineering excellence, and establish team standards for high-frequency data processing, validation methodologies, and market data delivery practices.

• 5 years of engineering experience working with global exchange market/tick data. Strong expertise in one or both of the following areas:

  Real-Time Connectivity:

  • Experience building and supporting multi-exchange real-time feed handlers.

  • Strong understanding of multicast technologies, snapshot recovery, A/B feed reconciliation, and low-latency data processing.

  Historical Market Data Engineering:

  • Hands-on experience managing the full lifecycle of historical MBO data.

  • Expertise in high-performance PCAP parsing, order book reconstruction, historical data backfilling, cleansing, and validation.

• Technical Expertise:

  • Advanced C programming skills with strong experience in native PCAP processing and high-performance data handling.

  • Deep understanding of order book reconstruction techniques and market data processing architectures.

• Market Domain Knowledge:

  • Strong understanding of global exchange market data infrastructure and protocols.

  • Experience across multiple asset classes, particularly global derivatives and futures markets.

  • Proven ability to resolve complex market data challenges such as implied order handling, contract mapping, and sequence continuity issues.

• Experience with global derivatives/futures MBO datasets or market data connectivity for APAC exchanges, including HKEX and JPX/TSE.

• Experience evaluating and validating market data vendors such as Pico, Databento, Maystreet, Refinitiv, and Quanthouse, including technical assessment of data quality and gaps.

• Experience developing internal data quality monitoring frameworks, validation tools, and sanity-check systems. Strong Python skills for data analysis and automation are preferred.