About HytechHytech is a leading management consulting firm headquartered in Australia and Singapore specialising in digital transformation for fintech and financial services organisations The company delivers endtoend consulting services and provides robust middle and backoffice solutions enabling clients to optimise operations enhance efficiency and stay ahead in a fastevolving digital landscape Hytechs client portfolio includes top global trading platforms and leading crypto exchangesWith more than 2000 professionals worldwide Hytech has a strong and growing international presence with offices across Australia Singapore Malaysia Taiwan the Philippines Thailand Morocco Cyprus Dubai and beyondAbout the RoleWe are building a highperformance 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 realtime reference prices that power our quoting engine This is a highownership greenfield role with direct visibility into how your infrastructure drives our trading performanceKey Responsibilities Design build and maintain productiongrade feed handlers for institutional market data sources and crypto exchange APIs owning uptime latency and data quality SLAs Build and continuously improve a realtime composite pricing model with dynamic source weighting outlier detection and automated failover logic Profile and reduce endtoend feedtoapplication latency through kernellevel 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 infrastructureWhat Were Looking For 58 years of experience in market data engineering within a live trading environment HFT market making or institutional prop trading Handson production experience with institutional market data feeds such as LSEGRefinitiv 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 andor 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 Mandarinspeaking stakeholders
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