Senior Market Data Engineer: Real-Time & Historical

Metabit; Singapore; On-site; SGD 120,000 - 170,000; Full time

Job summary

Metabit is seeking a senior market data engineer to own end-to-end delivery of high-frequency market data and ensure robust data pipelines across global exchanges. You will lead real-time feed connectivity, historical backfilling, and incremental patching while applying deep expertise in C++ and Pcap processing.

The role emphasizes data validation, order book reconstruction, and system continuity. You will mentor junior engineers and help define engineering standards for high-quality market data

Qualifications

• 5+ years of engineering experience in global exchange market/tick data.
• Expert-level C++ for native Pcap and raw data processing.
• Experience with order book reconstruction and data validation.
• Knowledge of market data architectures and multi-exchange dynamics.

Responsibilities

• Market Data Delivery & Full Lifecycle Management: Own end-to-end delivery of high-frequency market data for core market lines; lead pipeline construction, real-time feed connectivity, historical backfilling, and incremental patching.
• Exchange Data Guarding: Identify and fix structural data anomalies during design/validation; ensure early convergence of defects across real-time and historical stages.
• New Market Connectivity & Protocol Adaptation: Lead market data connectivity, micro-protocol parsing, and adaptation for global markets and trading systems.
• High-Standard Validation & Data Patching: Build cross-validation frameworks; from raw Pcap to order book reconstruction, gap detection, and recovery.
• Team Empowerment & Standards Setting: Mentor juniors; establish sanity checks, best practices, and delivery whitepapers.

Skills

C++

Low latency

Pcap parsing

Data reconstruction

Market data

Python

Tools

Python

Job description

Metabit is seeking a senior market data engineer to own end-to-end delivery of high-frequency market data and ensure robust data pipelines across global exchanges. You will lead real-time feed connectivity, historical backfilling, and incremental patching while applying deep expertise in C++ and Pcap processing.

The role emphasizes data validation, order book reconstruction, and system continuity. You will mentor junior engineers and help define engineering standards for high-quality market data