Market Data Engineer
Posted
About Hytech
Hytech is a leading management consulting firm headquartered in Australia and Singapore, specialising in digital transformation for fintech and financial services organisations. We deliver end-to-end consulting services and provide robust middle- and back-office solutions that enable our clients to optimise operations, enhance efficiency, and stay ahead in a fast-evolving digital landscape. Our client portfolio includes top global trading platforms and leading crypto exchanges.
With more than 2,000 professionals worldwide, Hytech has a strong and growing international presence, with offices across Australia, Singapore, Malaysia, Taiwan, the Philippines, Thailand, Morocco, Cyprus, Dubai, and beyond.
About the Role We are building a high-performance market making operation and looking for a founding member of our trading infrastructure team. As the Low Latency Market Data Engineer, you will own the full data layer, from institutional feed ingestion through to the composite real-time reference prices that power our quoting engine. This is a high-ownership, greenfield role with direct visibility into how your infrastructure drives our trading performance. Key Responsibilities Design, build, and maintain production-grade feed handlers for institutional market data sources and crypto exchange APIs, owning uptime, latency, and data quality SLAs Build and continuously improve a real-time composite pricing model with dynamic source weighting, outlier detection, and automated failover logic Profile and reduce end-to-end feed-to-application latency through kernel-level Linux tuning, CPU affinity, interrupt handling, and NIC configuration Implement automated feed health monitoring and alerting to detect stale prices, source outages, and timestamp anomalies in real time Collaborate closely with the trading and infrastructure teams to translate pricing model requirements into robust feed infrastructure What We're Looking For 5–8 years of experience in market data engineering within a live trading environment (HFT, market making, or institutional prop trading) Hands-on production experience with institutional market data feeds such as LSEG/Refinitiv Elektron or equivalent, feed handler development, not terminal usage Strong Linux systems expertise: CPU affinity, NUMA, kernel network stack tuning, and latency profiling tools Proficiency in C++ and/or Python for production feed handler development; knowledge of OTC market data structure (FX or commodities spot pricing) is essential Experience building composite pricing models from multiple sources; familiarity with crypto exchange WebSocket feeds is a strong plus Fluent in English and Mandarin to effectively collaborate with Mandarin-speaking stakeholders
Hytech is a leading management consulting firm headquartered in Australia and Singapore, specialising in digital transformation for fintech and financial services organisations. We deliver end-to-end consulting services and provide robust middle- and back-office solutions that enable our clients to optimise operations, enhance efficiency, and stay ahead in a fast-evolving digital landscape. Our client portfolio includes top global trading platforms and leading crypto exchanges.
With more than 2,000 professionals worldwide, Hytech has a strong and growing international presence, with offices across Australia, Singapore, Malaysia, Taiwan, the Philippines, Thailand, Morocco, Cyprus, Dubai, and beyond.
About the Role We are building a high-performance market making operation and looking for a founding member of our trading infrastructure team. As the Low Latency Market Data Engineer, you will own the full data layer, from institutional feed ingestion through to the composite real-time reference prices that power our quoting engine. This is a high-ownership, greenfield role with direct visibility into how your infrastructure drives our trading performance. Key Responsibilities Design, build, and maintain production-grade feed handlers for institutional market data sources and crypto exchange APIs, owning uptime, latency, and data quality SLAs Build and continuously improve a real-time composite pricing model with dynamic source weighting, outlier detection, and automated failover logic Profile and reduce end-to-end feed-to-application latency through kernel-level Linux tuning, CPU affinity, interrupt handling, and NIC configuration Implement automated feed health monitoring and alerting to detect stale prices, source outages, and timestamp anomalies in real time Collaborate closely with the trading and infrastructure teams to translate pricing model requirements into robust feed infrastructure What We're Looking For 5–8 years of experience in market data engineering within a live trading environment (HFT, market making, or institutional prop trading) Hands-on production experience with institutional market data feeds such as LSEG/Refinitiv Elektron or equivalent, feed handler development, not terminal usage Strong Linux systems expertise: CPU affinity, NUMA, kernel network stack tuning, and latency profiling tools Proficiency in C++ and/or Python for production feed handler development; knowledge of OTC market data structure (FX or commodities spot pricing) is essential Experience building composite pricing models from multiple sources; familiarity with crypto exchange WebSocket feeds is a strong plus Fluent in English and Mandarin to effectively collaborate with Mandarin-speaking stakeholders