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.

Temporarily remote job Trading Summer Programme job (1)

Sign up to Job Alerts!

HEAD OF SUPPLY CHAIN AND TRADING H/F

Boost your career