Senior Market Data Platform Engineer – Real-Time Data Infrastructure

About the Role

We are looking for an experienced Senior Market Data Platform Engineer to design, build, and optimize high-performance data infrastructure supporting quantitative research, trading, and execution.

This role requires strong hands-on experience in building data platforms from the ground up, with expertise in real-time data processing, database architecture, data integration, and large-scale data management.

You will work closely with Quant Researchers, Traders, and Engineering teams to develop scalable, reliable, and efficient data solutions that support both real-time trading activities and historical quantitative research.

We are particularly interested in candidates from buy-side quantitative trading, proprietary trading, HFT, systematic investment firms, or other high-performance data engineering environments.

Key Responsibilities

• Design, build, and optimize scalable market data platforms and real-time data infrastructure supporting quantitative research, trading, and execution.
• Develop and maintain high-throughput data pipelines for real-time market data, including Tick Data, Order Book, Trade Data, Reference Data, and other trading-related datasets.
• Own end-to-end data ingestion, cleansing, normalization, validation, storage, and distribution to ensure data accuracy, consistency, and reliability.
• Design and optimize database architecture, data models, and storage solutions to support large-scale real-time and historical datasets, ensuring efficient data retrieval and query performance.
• Build and enhance data processing frameworks, monitoring mechanisms, and data quality controls to improve platform performance and operational efficiency.
• Work closely with Quant Researchers, Traders, and Execution teams to understand data requirements and develop solutions that improve data accessibility, usability, and processing efficiency.
• Identify and resolve data processing bottlenecks, optimize system latency and throughput, and ensure platform scalability and stability.
• Contribute to the overall architecture and continuous development of the firm's quantitative trading data platform.

Qualifications & Requirements

• Bachelor's degree or above in Computer Science, Software Engineering, Mathematics, or a related technical discipline, with at least 5 years of relevant experience in Data Platform Engineering, Market Data Engineering, Quant Data Infrastructure, or Real-Time Data Systems.
• Proven hands-on experience designing and building data platforms from scratch (0-to-1), including real-time data pipelines, distributed processing systems, and large-scale data infrastructure.
• Strong expertise in data ingestion, cleansing, normalization, data modeling, and data quality management, with experience handling complex, high-volume datasets.
• Solid knowledge of database architecture and optimization, with hands-on experience in technologies such as ClickHouse, StarRocks, Iceberg, HBase, or other high-performance databases.
• Strong programming skills in Python, Java, Scala, or similar languages, with practical experience in real-time data processing frameworks such as Flink, Spark, Kafka, or equivalent technologies.
• Good understanding of quantitative trading workflows and how market data supports research, strategy development, and execution. Experience in buy-side quantitative trading, proprietary trading, HFT, or systematic investment firms is highly preferred.
• Excellent communication and presentation skills, with proficiency in both English and Chinese to effectively engage regional Chinese-speaking stakeholders.