Market Data Connectivity Engineer

Job description

**Job Responsibilities** - **Data Engineering Implementation:** Execute the end-to-end backfill process for high-frequency MBO (Market-By-Order) historical data, managing everything from raw PCAP packet processing to the cleaning, standardization, and final delivery of high-fidelity MBO data. - **Data Pipeline Operations & Adaptation:** Actively participate in the daily operations of a high-volume data scheduling system based on Dagster; handle routine task monitoring, troubleshooting, and recovery/re-runs; and—under mentor guidance—rapidly adapt to and implement changes in exchange-level underlying protocols. - **Data** **Quality Assurance****:** Develop data quality validation rules and automation scripts; perform initial analysis and diagnosis (first-line diagnosis) for data quality anomalies detected during daily operations. - **Quantitative Research Support:** Serve as a frontline point of contact to efficiently support quantitative researchers' data needs, assisting in identifying, explaining, and resolving complex issues related to market data encountered during the research and investment process. **Job Requirements** - **Background:** 0-3 years relevant work experience, or an outstanding recent graduate/junior engineer with exceptional technical potential. - **Core Skills:** Solid coding proficiency in C++ and Python; familiarity with Linux development environments. Experience with high-frequency tick data, time-series data, or large-scale distributed data processing is a plus. - Familiarity with Python and common data processing libraries (e.g., pandas, numpy) is preferred. - Strong interest in financial trading systems and data systems; excellent learning agility and teamwork skills. - Practical engineering project experience (e.g., coursework, internships, open-source projects) is preferred. **Bonus Points** - Understanding of common market data structures (e.g., order book, tick, bar). - Experience participating in finance-related projects, competitions, or coursework.