Low Latency Market Data Engineer

About Hytech

Hytech is a leading management consulting firm headquartered in Australia and Singapore, specialising in digital transformation for fintech and financial services organisations. The company delivers end-to-end consulting services and provides robust middle- and back-office solutions, enabling clients to optimise operations, enhance efficiency, and stay ahead in a fast-evolving digital landscape. Hytech’s 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 seeking a founding member for 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, including feed handler development (not terminal usage). - Strong Linux systems expertise, including 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.