Full professional fluency in Mandarin is a mandatory requirement for this position.

The role is open to any qualified candidates currently based in, or open to relocate to Hong Kong or Singapore.

We are currently partnering with a premier, high-frequency quantitative trading firm known for driving exceptional algorithmic performance and building industry-leading tech infrastructure. Boasting a highly sophisticated global trading architecture, flat hierarchy, and world-class engineering culture, our client continuously pushes the boundaries of ultra-low-latency market connectivity and data engineering across global financial markets.

To support their rapid global expansion and next-generation research pipeline, we are seeking a seasoned Market Data Systems Engineer. In this high-impact role, you will take full technical ownership of high-frequency market data architecture, driving everything from real-time tick-to-trade feed handlings and order book reconstructions to protocol adaptations across major international exchanges.

What you bring to the table:

Deep Low-Latency Domain Experience: 5+ years of dedicated engineering experience in high-frequency global exchange tick data, specializing in either real-time feed-handler architecture (multicast, A/B stream alignment, snapshot recovery) or historical Market-By-Order (MBO) data processing pipelines.
C++ Mastery: Expert-level proficiency in modern C++, specifically applied to native PCAP parsing, memory management, and high-performance order book state reconstruction.
Microstructure & Exchange Protocols: Strong grasp of global exchange mechanics (CME Futures, US Equities, or key APAC markets like HKEX/JPX) with direct experience handling sequence continuity, dynamic symbol mappings, and implied order logic.
Exchange Connectivity & Protocol Parsing: Proven track record of onboarding new market venues, MBO micro-protocol parsing, and protocol standardization.
Vendor & Quality Engineering: Capability to evaluate third-party vendor feeds while constructing robust Python-assisted data quality monitoring and sanity check frameworks.

What's in it for you:

High-Impact Autonomy: Own end-to-end global market data pipelines directly powering live quantitative trading strategies and research engines.
Cutting-Edge Tech Environment: Work alongside top-tier quant developers and system architects using state-of-the-art low-latency systems.
Top-Market Compensation & Upside: Enjoy highly competitive compensation packages, lucrative performance bonuses, and continuous career growth within a high-performing elite firm.
Technical Leadership: Opportunity to establish best-in-class engineering standards and mentor high-potential junior engineers.

Interested in exploring this opportunity or discussing the front office technology & quantitative finance talent landscape? Feel free to apply to the job or reach out directly to connect:

LinkedIn: Connect with me at https://www.linkedin.com/in/wyatt-yeung/.
Email: wyatt.yeung@io-techsolutions.com
Personal portfolio: Visit https://iamyw.github.io/ to review my domain specialization and current focus areas in Fintech, Quant, and AI hiring.

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Quantitative Analyst – Systematic Trading/ Denmark

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