Low Latency Market Data Engineer

Fuku; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Hytech is building a high-performance market making operation and seeks a founding member for the trading infrastructure team. As the Low Latency Market Data Engineer, you will own the full data layer from feed ingestion to the real-time reference prices powering our quoting engine.

This is a high-ownership, greenfield role with direct visibility into how your infrastructure drives trading performance. Fluent English and Mandarin help collaboration with Mandarin-speaking stakeholders.

Qualifications

• 5–8 years of live trading data engineering experience.
• Production experience with market data feeds (LSEG/Refinitiv Elektron).
• Strong Linux, kernel networking, and latency profiling skills.
• C++ and/or Python production feed development.

Responsibilities

• Design, build, and maintain production-grade market data feed handlers.
• Develop a real-time composite pricing model with dynamic weighting.
• Profile and reduce end-to-end feed-to-application latency.
• Implement automated feed health monitoring and alerts.
• Collaborate with trading and infra teams to translate pricing needs into infrastructure.

Skills

Market data engineering

Linux performance tuning

C++

Python

Real-time pricing

Feed handler development

Latency profiling

Tools

LSEG Elektron

WebSocket feeds

Job description

About Hytech

Hytech is a leading management consulting firm headquartered in Australia and Singapore, specialising in digital transformation for fintech and financial services organisations. The company delivers end-to-end consulting services and provides robust middle- and back-office solutions, enabling clients to optimise operations, enhance efficiency, and stay ahead in a fast-evolving digital landscape. Hytech’s client portfolio includes top global trading platforms and leading crypto exchanges.

About the Role

We are building a high-performance market making operation and seeking a founding member for 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, including feed handler development (not terminal usage).
• - Strong Linux systems expertise, including 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.