Description
-
Market Data Delivery & Full Lifecycle Management: Own the end-to-end delivery of high-frequency market data for one or more core market lines. Lead the entire pipeline construction, including real-time feed handler connectivity, full-scale historical data backfilling, and incremental data patching to ensure high efficiency for quantitative research and trading execution.
-
Exchange Data Guarding: Leverage a profound understanding of market microstructure and raw exchange data to accurately identify and conquer structural anomalies (e.g., CME Implied Orders, dynamic symbol mapping, sequence number gaps, timestamp/price precision alignments) during the design and validation phases. Ensure early convergence of data defects across both realtime and historical stages.
-
New Market Connectivity & Protocol Adaptation: Spearhead the MBO level market data connectivity, micro-protocol parsing, and standardized adaptation for global new markets and new trading systems.
-
High-Standard Validation & Data Patching: Construct multi-dimensional, multi-granular cross-validation frameworks (e.g., MBO vs. TAQ/Snapshot, Raw Pcap vs. Normalized Data). Lead the process from raw Pcap to MBO order book reconstruction, gap/packet drop identification, and high-quality incremental recovery.
-
Team Empowerment & Standards Setting: Guide junior engineers and drive team talent development (Mentorship). Distill and establish team-level sanity check rules, high-frequency data engineering best practices, and standardized delivery whitepapers.
-
5+ years of engineering experience in global exchange market/tick data. We are looking for an expert in exchange market data who possesses deep practical experience in either of the following tracks:
-
(a) Real-Time Connectivity Track: Proficient in multi-exchange real-time feed handler connectivity; deeply familiar with multicast, snapshot recovery, and A-B arbitrage data alignment/low-latency processing techniques.
-
(b) Historical Data Track: Proficient in the full historical MBO data lifecycle; hands-on experience in high-performance Pcap parser development, underlying order book reconstruction, full historical data backfilling, and high-standard data cleaning/validation.
-
Core Tech Stack: Expert-level C++ with exceptional capabilities in native Pcap and raw data processing; highly proficient in order book reconstruction mechanisms.
-
Domain Knowledge: Deeply understand the underlying market data architectures of major global exchanges; familiar with market data characteristics across different asset classes (especially global derivatives/futures); hands-on experience solving critical traps like implied order matching, contract symbol mapping, and sequence number continuity.
-
Complementary Market Experience: Deep experience in global derivatives/futures MBO data, or hands-on experience in market data processing and protocol connectivity for core APAC markets such as HKEX and JPX/TSE.
-
Collaborative Vendor Evaluation: Experience in evaluating data samples from international market data vendors (e.g., Pico, Databento, Maystreet, Refinitiv, Quanthouse, etc.) to assist the team with technical admission and identifying underlying data gaps/pain points.
-
Engineering Toolchain: Experience in building in-house high-standard sanity check or data quality monitoring frameworks; proficient in using Python for efficient data analysis and auxiliary processing.
Similar jobs
Est. 80,000 GBP
Team: Market Data Position Overview: The Market Data team provides market data services to users across the firm. We work closely with exchanges, vendors, and stakeholders to implement live market data connectivity for t…
Est. 120,000 USD
We are seeking a Software Engineer who is passionate about working with market data and is not afraid of tackling challenging tasks. As a Quantitative Trading company, we have high standards for data quality and handle v…
We are representing a leading force in the decentralized exchange (DEX). We are seeking a seasoned Data Engineer to spearhead the development of robust data architectures. In this role, you will be responsible for the en…
We are a decentralized protocol committed to the radical transparency of market data. In an industry where "Code is Law," we ensure that the spirit of fair play is upheld through rigorous analysis. As a Market Integrity…
Role Overview – Market Data Site Reliability and Engineering (SRE) This team ensures the high availability and performance of systems that distribute real-time, historical, and reference market data across the firm. Thes…
Est. 120,000 USD
ROLE: The Market Data Solutions Specialist will play a critical role in managing and optimizing Point72’s market data ecosystem, serving as the primary bridge between external data providers, internal stakeholders, and t…
Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to g…
The Firm XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 53,000 financial instruments across equities, fixed income, currencie…
Low Latency C++ Developer Eclipse Trading is a leading proprietary trading firm. Founded in 2007, we have over 110 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading exper…
We are representing a leading force in the decentralized exchange (DEX). We are seeking a seasoned Data Engineer to spearhead the development of robust data architectures. In this role, you will be responsible for the en…
We are seeking a seasoned Backend Engineer with deep expertise in decentralized finance (DeFi) to lead the architectural design and development of our client's high-performance DEX platform. You will be responsible for b…
We are seeking a seasoned Backend Engineer with deep expertise in decentralized finance (DeFi) to lead the architectural design and development of our client's high-performance DEX platform. You will be responsible for b…
Eclipse Trading is a leading proprietary trading firm. Founded in 2007, we have over 120 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading expertise and strategies are de…
Est. 215,000 USD
Founded in 1999, Geneva Trading is a premier global principal trading firm with strategically located offices in Chicago, Dublin, and London. Our relentless focus on trading excellence combined with technological innovat…
About the Position We are looking for a Data Engineer to turn messy, real-world datasets into reliable inputs for research and trading. Jane Street depends on data from a wide variety of sources to understand markets and…
Senior Quant Researcher | High Frequency Delta 1 Eclipse Trading is a leading proprietary trading firm. Founded in 2007, we have over 110 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chi…
We are a decentralized protocol committed to the radical transparency of market data. In an industry where "Code is Law," we ensure that the spirit of fair play is upheld through rigorous analysis. As a Market Integrity…
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientif…
We are a decentralized protocol committed to the radical transparency of market data. In an industry where "Code is Law," we ensure that the spirit of fair play is upheld through rigorous analysis. As a Market Integrity…
The Firm XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencie…
We are a decentralized protocol committed to the radical transparency of market data. In an industry where "Code is Law," we ensure that the spirit of fair play is upheld through rigorous analysis. As a Market Integrity…
Jump Trading Group is committed to world-class research. We empower exceptional talent in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting-edge research to gl…
Est. 237,500 USD
Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-e…
Graduate Python Software Developer | 2027 Intake Eclipse Trading is a leading proprietary derivatives trading firm. Founded in 2007, we have over 120 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shan…
About the Position We are looking for an experienced Data Centre Engineer who can help our team keep Jane Street’s data safe and accessible around the clock, which will involve a mix of hands-on work in our data and colo…
Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to g…
About the Position We are looking for a FIX Onboarding and Connectivity Engineer to help us grow both our proprietary trading capabilities and client-facing trading business. This role involves working on the technical p…
We are working with a decentralised exchange which looks to innovate on providing the best of CEXs and DEXs, focusing on building a safe, simple and scalable platform for trading. They differentiate themselves by offerin…
We are working with a decentralised exchange which looks to innovate on providing the best of CEXs and DEXs, focusing on building a safe, simple and scalable platform for trading. They differentiate themselves by offerin…
We are working with a decentralised exchange which looks to innovate on providing the best of CEXs and DEXs, focusing on building a safe, simple and scalable platform for trading. They differentiate themselves by offerin…