Senior Market Data Platform Engineer HFT / Quant Trading
Posted Updated
Summary
Senior Market Data Platform Engineer at a buy-side quant/HFT trading firm in Singapore, building and optimizing data infrastructure for research, trading, and execution — real-time tick/order-book/trade pipelines, large-scale historical storage, and database tuning alongside quants and traders. Requires 5+ years in trading data infrastructure and English plus Chinese proficiency.
About the Role
We are looking for a senior Market Data Platform Engineer to build and optimize high-performance data infrastructure supporting quantitative research, trading, and execution. This role sits close to the trading business and requires a strong understanding of how market data is consumed—not just how databases are built.
We are particularly interested in candidates from
buy-side quantitative trading, proprietary trading, HFT, or systematic investment firms , rather than traditional banking environments.
Key Responsibilities Design and optimize market data platforms and databases supporting quantitative research, trading, and execution. Build and maintain pipelines for
real-time/live market data , including tick, order book, trade, reference, and other trading-related datasets. Own data ingestion, cleansing, normalization, validation, storage, and distribution to ensure high-quality and reliable datasets. Work with large-scale historical and real-time datasets, optimizing database architecture, query performance, latency, and data accessibility. Partner closely with Quant Researchers, Traders, and Execution teams to understand how data is used and translate trading requirements into scalable data solutions. Evaluate data quality, identify gaps or anomalies, and develop processes to improve the accuracy and usability of market data. Contribute to the architecture and evolution of the firm's broader
buy-side trading data platform .
Requirements 5+ years of relevant experience in
Market Data, Trading Data Platforms, Quant Data Infrastructure, or high-performance Data Engineering . Strong preference for experience within
buy-side, HFT, proprietary trading, quantitative hedge funds, or systematic trading firms . Deep hands-on experience with market data, including
real-time feeds, tick data, order book data, trades, and historical datasets . Strong experience in
data cleansing, normalization, data quality management, and large-scale database/data platform optimization . Strong database architecture knowledge, with the ability to contribute to
DB design from a trading/data-user perspective , not only infrastructure implementation. Good understanding of quantitative trading workflows and how market data supports research, strategy, execution, and trading analytics. Excellent communication and presentation skills, with proficiency in both
English and Chinese
to effectively engage regional Chinese-speaking stakeholders.
Ideal Profile Someone currently working as a Senior Market Data Engineer / Market Data Platform Engineer / Quant Data Engineer / Trading Data Platform Lead / Head of Data Engineering within a strong buy-side or HFT environment, who understands both the engineering side and how traders/quants actually consume the data.
buy-side quantitative trading, proprietary trading, HFT, or systematic investment firms , rather than traditional banking environments.
Key Responsibilities Design and optimize market data platforms and databases supporting quantitative research, trading, and execution. Build and maintain pipelines for
real-time/live market data , including tick, order book, trade, reference, and other trading-related datasets. Own data ingestion, cleansing, normalization, validation, storage, and distribution to ensure high-quality and reliable datasets. Work with large-scale historical and real-time datasets, optimizing database architecture, query performance, latency, and data accessibility. Partner closely with Quant Researchers, Traders, and Execution teams to understand how data is used and translate trading requirements into scalable data solutions. Evaluate data quality, identify gaps or anomalies, and develop processes to improve the accuracy and usability of market data. Contribute to the architecture and evolution of the firm's broader
buy-side trading data platform .
Requirements 5+ years of relevant experience in
Market Data, Trading Data Platforms, Quant Data Infrastructure, or high-performance Data Engineering . Strong preference for experience within
buy-side, HFT, proprietary trading, quantitative hedge funds, or systematic trading firms . Deep hands-on experience with market data, including
real-time feeds, tick data, order book data, trades, and historical datasets . Strong experience in
data cleansing, normalization, data quality management, and large-scale database/data platform optimization . Strong database architecture knowledge, with the ability to contribute to
DB design from a trading/data-user perspective , not only infrastructure implementation. Good understanding of quantitative trading workflows and how market data supports research, strategy, execution, and trading analytics. Excellent communication and presentation skills, with proficiency in both
English and Chinese
to effectively engage regional Chinese-speaking stakeholders.
Ideal Profile Someone currently working as a Senior Market Data Engineer / Market Data Platform Engineer / Quant Data Engineer / Trading Data Platform Lead / Head of Data Engineering within a strong buy-side or HFT environment, who understands both the engineering side and how traders/quants actually consume the data.
