Low Latency Market Data Software Engineer

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

• 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, 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