Lead Low-Latency Market Data Engineer – Quantitative Trading (HK/SG)

Full professional fluency in Mandarin is a mandatory requirement for this position. The role is open to any qualified candidates currently based in, or open to relocate to Hong Kong or Singapore. We are currently partnering with a premier, high-frequency quantitative trading firm known for driving exceptional algorithmic performance and building industry-leading tech infrastructure. Boasting a highly sophisticated global trading architecture, flat hierarchy, and world-class engineering culture, our client continuously pushes the boundaries of ultra-low-latency market connectivity and data engineering across global financial markets. To support their rapid global expansion and next-generation research pipeline, we are seeking a seasoned Market Data Systems Engineer. In this high-impact role, you will take full technical ownership of high-frequency market data architecture, driving everything from real-time tick-to-trade feed handlings and order book reconstructions to protocol adaptations across major international exchanges. What you bring to the table: Deep Low-Latency Domain Experience: 5+ years of dedicated engineering experience in high-frequency global exchange tick data, specializing in either real-time feed-handler architecture (multicast, A/B stream alignment, snapshot recovery) or historical Market-By-Order (MBO) data processing pipelines. C++ Mastery: Expert-level proficiency in modern C++, specifically applied to native PCAP parsing, memory management, and high-performance order book state reconstruction. Microstructure & Exchange Protocols: Strong grasp of global exchange mechanics (CME Futures, US Equities, or key APAC markets like HKEX/JPX) with direct experience handling sequence continuity, dynamic symbol mappings, and implied order logic. Exchange Connectivity & Protocol Parsing: Proven track record of onboarding new market venues, MBO micro-protocol parsing, and protocol standardization. Vendor & Quality Engineering: Capability to evaluate third-party vendor feeds while constructing robust Python-assisted data quality monitoring and sanity check frameworks. What's in it for you: High-Impact Autonomy: Own end-to-end global market data pipelines directly powering live quantitative trading strategies and research engines. Cutting-Edge Tech Environment: Work alongside top-tier quant developers and system architects using state-of-the-art low-latency systems. Top-Market Compensation & Upside: Enjoy highly competitive compensation packages, lucrative performance bonuses, and continuous career growth within a high-performing elite firm. Technical Leadership: Opportunity to establish best-in-class engineering standards and mentor high-potential junior engineers. Interested in exploring this opportunity or discussing the front office technology & quantitative finance talent landscape? Feel free to apply to the job or reach out directly to connect: LinkedIn: Connect with me at Wyatt Yeung Email: wyatt.yeung@io-techsolutions.com Personal portfolio: Visit iamyw.github.io to review my domain specialization and current focus areas in Fintech, Quant, and AI hiring.