3 дня назад
Senior Market Data Engineer (C)
3 000 000 - 6 000 000HKD
Вакансия из Hirify Global, списка международных tech-компанийДля мэтча и отклика нужен Plus
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior Market Data Engineer (C): Managing high-frequency market data delivery across real-time exchange feeds and historical MBO datasets with an accent on low-latency connectivity, data quality, and market microstructure. Focus on building exchange protocol integrations, reconstructing order books, detecting packet loss and data gaps, and developing validation and recovery frameworks.
Location: Hong Kong or Singapore
Salary: $3,000,000–$6,000,000 per annum
Company
presents an engineering role focused on high-frequency market data infrastructure.
What you will do
- Own the end-to-end delivery lifecycle for high-frequency market data, including real-time exchange feeds, historical ingestion, and incremental recovery.
- Develop and support MBO-level connectivity, exchange protocol parsers, and standardized data transformation processes.
- Validate real-time and historical datasets by resolving sequence gaps, timestamp alignment, symbol mapping, implied orders, and price precision issues.
- Build frameworks for order book reconstruction, packet loss detection, data gap analysis, and recovery across raw PCAP and normalized datasets.
- Mentor junior engineers and establish standards for high-frequency data processing and validation.
Requirements
- At least 5 years of engineering experience with global exchange market or tick data.
- Advanced C programming skills, including native PCAP processing and high-performance data handling.
- Experience with real-time feed handlers, multicast, snapshot recovery, A/B feed reconciliation, or historical MBO data engineering.
- Strong understanding of order book reconstruction, market data architectures, exchange protocols, and market microstructure.
- Experience with multiple asset classes, especially global derivatives and futures markets.
- Ability to work in Hong Kong or Singapore.
Nice to have
- Experience with APAC exchange connectivity or derivatives and futures MBO datasets, including HKEX and JPX/TSE.
- Experience evaluating market data vendors such as Pico, Databento, Maystreet, Refinitiv, or Quanthouse.
- Python skills for data analysis and automation.
- Experience developing data quality monitoring, validation, and sanity-check tools.
Culture & Benefits
- Technical leadership responsibilities with opportunities to mentor junior engineers.
- Focus on engineering excellence, high-frequency processing standards, and robust market data delivery practices.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →