Low Latency Market Data Engineer

About the role

Build and maintain production-grade handlers for institutional market data and crypto exchange feeds, and develop composite real-time pricing with source weighting, outlier detection, and failover. Improve feed-to-application latency through Linux and network tuning, implement real-time feed health monitoring, and collaborate with trading and infrastructure teams. Requires 5–8 years of market data engineering experience in a live trading environment, production experience developing institutional feed handlers, and strong Linux systems expertise. Candidates should be proficient in C++ and/or Python, understand OTC FX or commodities spot pricing, have experience with composite pricing models, and be fluent in English and Mandarin.