Low-Latency Market Data Engineer - Real-Time Pricing

Hytech; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Hytech is building a high-performance market making operation and seeks a founding member for the trading infrastructure team as a Low Latency Market Data Engineer. You will own the full data layer from feed ingestion to the composite real-time prices powering our quoting engine, a high-ownership, greenfield role with direct impact on trading performance.

We require 5–8 years in market data engineering in live trading, strong Linux and C++/Python skills, and experience with LSEG/Refinitiv

Qualifications

• 5–8 years in market data engineering within a live trading environment (HFT, market making, or institutional prop trading).
• Experience with institutional feeds such as LSEG/Refinitiv Elektron and feed handler development.
• Strong Linux expertise including CPU affinity, NUMA, kernel network stack tuning, and latency profiling tools.

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 and failover logic.
• Profile and reduce end-to-end feed-to-application latency through kernel-level 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 with trading and infrastructure teams to translate pricing model requirements into robust feed infrastructure.

Skills

Market data engineering

Linux performance tuning

C++ / Python

Real-time data feeds

Latency optimization

Tools

LSEG / Refinitiv Elektron

Crypto exchange APIs

Kernel/network tuning tools

Job description

Hytech is building a high-performance market making operation and seeks a founding member for the trading infrastructure team as a Low Latency Market Data Engineer. You will own the full data layer from feed ingestion to the composite real-time prices powering our quoting engine, a high-ownership, greenfield role with direct impact on trading performance.

We require 5–8 years in market data engineering in live trading, strong Linux and C++/Python skills, and experience with LSEG/Refinitiv