Senior Market Data Engineer (C)

TL;DR

Senior Market Data Engineer (C/Fintech): Developing and optimizing large-scale historical MBO data projects and high-frequency market data pipelines with an accent on low-level raw data parsing and native PCAP processing. Focus on order book reconstruction, snapshot recovery, and resolving latency-sensitive data alignment issues.

Location: Fully Onsite in Hong Kong or Singapore

Salary: £2,000,000 - £5,000,000

Company

Specialized recruitment firm focusing on high-frequency trading and financial market engineering.

What you will do

• Implement full-lifecycle, large-scale historical MBO data projects across multiple global markets.
• Mentor junior engineers and contribute to the development of the talent pipeline.
• Establish team-level sanity check protocols and high-frequency data engineering best practices.
• Create and institutionalize standardized delivery whitepapers for data engineering.
• Perform vendor selection and quality evaluation of direct exchange feeds and third-party data providers.

Requirements

• 5+ years of experience in global exchange market data and tick data engineering.
• Expert proficiency in C with capabilities in native PCAP processing and low-level raw data parsing.
• Deep mastery of Order Book Reconstruction, Snapshot Recovery, and latency-sensitive data alignment.
• Proven experience with vendors such as MayStreet, Pico, Databento, Refinitiv, and QuantHouse.
• Strong knowledge of global derivatives/futures market data architectures and implied order processing.
• Must be based in or able to work onsite in Hong Kong or Singapore.