Market Data Connectivity Engineer: High-Fidelity Pipelines

Metabit; Singapore; On-site; SGD 70,000 - 120,000; Full time

Job summary

Metabit in Singapore is seeking a data engineer to implement end-to-end backfill for high-frequency Market-By-Order data, from raw PCAP processing to cleaning, standardization, and delivery of high-fidelity datasets.

You will work with Dagster for data scheduling, monitor tasks, recover runs, and adapt protocols under mentorship; emphasis on learning agility, teamwork, and supporting researchers with market data questions.

Qualifications

• Background in data engineering or related field with 0–3 years of experience or a strong recent graduate.
• Solid coding in C++ and Python; Linux development environment familiarity.
• Experience with high-frequency tick or time-series data is a plus.
• Familiarity with Python data processing libraries such as pandas and numpy is preferred.
• Interest in financial trading systems and data systems; good teamwork and learning agility.
• Practical project experience (courses, internships, open-source) is a plus.

Responsibilities

• Data Engineering Implementation: execute end-to-end backfill for high-frequency MBO data from raw PCAP processing to cleaning, standardization, and delivery.
• Data Pipeline Operations: participate in Dagster-based scheduling, monitor tasks, troubleshoot, and recover/re-run processes; adapt to protocol changes.
• Data Quality Assurance: create data quality rules and automation scripts; perform initial diagnosis for data quality issues.
• Quantitative Research Support: assist researchers with data needs, identifying and resolving complex market data issues.

Skills

C++ proficiency

Python proficiency

Linux development

Education

Bachelor's degree or equivalent

Tools

Pandas

NumPy

Dagster

Job description

Metabit in Singapore is seeking a data engineer to implement end-to-end backfill for high-frequency Market-By-Order data, from raw PCAP processing to cleaning, standardization, and delivery of high-fidelity datasets.

You will work with Dagster for data scheduling, monitor tasks, recover runs, and adapt protocols under mentorship; emphasis on learning agility, teamwork, and supporting researchers with market data questions.