Market Data Engineer

Hytech; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

Hytech is building a high-performance market making operation in Singapore and seeks a founding Low Latency Market Data Engineer. You will own the data layer from ingestion to real-time reference prices powering the quoting engine.

The role requires designing and maintaining feed handlers, building a real-time pricing model, and optimizing latency. Fluency in English (Mandarin a plus) and strong Linux/C++/Python skills are essential.

Qualifications

• 8 years in market data engineering within live trading.
• Fluent in English; Mandarin a plus for stakeholder collaboration.

Responsibilities

• Design, build, and maintain production-grade feed handlers for institutional market data sources and crypto exchange APIs.
• Profile and reduce end-to-end feed-to-application latency through Linux tuning and NIC configuration.
• Implement automated feed health monitoring and alerting in real time.
• Collaborate with trading and infrastructure teams to translate pricing model requirements into robust feed infrastructure.

Skills

C++

Python

Linux performance

Market data engineering

Tools

LSEG/Refinitiv Elektron

Feed handler development

WebSocket feeds

Job description

Hytech is a leading management consulting firm headquartered in Australia and Singapore, specialising in digital transformation for fintech and financial services organisations. We deliver end-to-end consulting services and provide robust middle- and back-office solutions that enable our clients to optimise operations, enhance efficiency, and stay ahead in a fast-evolving digital landscape. Our client portfolio includes top global trading platforms and leading crypto exchanges.

With more than 2,000 professionals worldwide, Hytech has a strong and growing international presence, with offices across Australia, Singapore, Malaysia, Taiwan, the Philippines, Thailand, Morocco, Cyprus, Dubai, and beyond.

About the Role

We are building a high-performance market making operation and looking for a founding member of 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

• 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, feed handler development, not terminal usage
• Strong Linux systems expertise: 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