1 месяц назад
Senior Market Data Engineer (C)
2 000 000 - 5 000 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): Building and delivering high-frequency exchange market data pipelines with an accent on real-time feed connectivity, historical MBO processing, and data quality validation. Focus on parsing raw Pcap data, reconstructing order books, resolving exchange-specific anomalies, and standardizing connectivity for new global markets.
Location: Hong Kong or Singapore
Salary: HKD 2,000,000–5,000,000 per annum
Company
is the hiring organization for this market data engineering role.
What you will do
- Own end-to-end delivery of high-frequency market data for core market lines, including real-time feed connectivity, historical backfilling, and incremental data patching.
- Identify and resolve exchange data anomalies such as implied orders, dynamic symbol mappings, sequence gaps, and timestamp or price precision issues.
- Lead MBO market data connectivity, micro-protocol parsing, and standardized adaptation for new markets and trading systems.
- Build cross-validation frameworks covering MBO, TAQ, snapshots, raw Pcap, and normalized data.
- Reconstruct order books from raw Pcap data and identify packet drops, gaps, and recovery requirements.
- Mentor junior engineers and establish high-frequency data engineering standards and sanity-check practices.
Requirements
- At least 5 years of engineering experience with global exchange or tick data.
- Expert-level C skills with strong native Pcap and raw data processing capabilities.
- Practical experience in either multi-exchange real-time feed handler connectivity or the full historical MBO data lifecycle.
- Knowledge of multicast, snapshot recovery, low-latency processing, Pcap parser development, order book reconstruction, data backfilling, cleaning, and validation.
- Deep understanding of market data architectures across major global exchanges and asset classes, especially derivatives and futures.
- Experience resolving implied order matching, contract symbol mapping, and sequence number continuity issues.
Nice to have
- Experience with global derivatives or futures MBO data.
- Market data processing or protocol connectivity experience for APAC markets such as HKEX and JPX/TSE.
- Experience evaluating samples from international market data vendors and identifying data gaps.
- Experience building data quality monitoring or sanity-check frameworks.
- Proficiency in Python for data analysis and auxiliary processing.
Culture & Benefits
- Permanent employment arrangement.
- Opportunity to mentor junior engineers and contribute to team-wide engineering standards.
- Work focused on global exchange connectivity, high-frequency data quality, and quantitative trading infrastructure.
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 →