Metabit

Provides government IT services and security

Senior Market Data Engineer

Data EngineeringConfirmed live in the last 24 hours

Full-timeNo salary listedIn-person

About the Job

Requirements

At least 5 years of engineering experience in global exchange market or tick data.
Proficiency in multi-exchange real-time feed-handler connectivity; familiarity with multicast, snapshot recovery, and A-B arbitrage data alignment and low-latency processing techniques.
Proficiency in the full historical MBO data lifecycle, including hands-on high-performance Pcap parser development, underlying order book reconstruction, full historical data backfilling, and high-standard data cleaning and validation.
Expert-level C++ and strong capabilities in native Pcap and raw data processing; high proficiency in order book reconstruction mechanisms.
Deep understanding of the underlying market-data architectures of major global exchanges and familiarity with market-data characteristics across asset classes, especially global derivatives and futures; hands-on experience addressing implied order matching, contract symbol mapping, and sequence-number continuity.

Responsibilities

Own end-to-end delivery of high-frequency market data for one or more core market lines, including real-time feed-handler connectivity, historical data backfilling, and incremental data patching for quantitative research and trading execution.
Use knowledge of market microstructure and raw exchange data to identify and address structural anomalies, including CME implied orders, dynamic symbol mapping, sequence-number gaps, and timestamp or price-precision alignment, during design and validation; resolve data defects across real-time and historical stages.
Lead MBO-level market-data connectivity, micro-protocol parsing, and standardized adaptation for new global markets and trading systems.
Build multi-dimensional, multi-granular cross-validation frameworks, including MBO versus TAQ or snapshot data and raw Pcap versus normalized data; lead raw Pcap-to-MBO order-book reconstruction, gap and packet-drop identification, and incremental recovery.
Guide junior engineers and mentor team members; establish team sanity-check rules, high-frequency data-engineering practices, and standardized delivery whitepapers.

Desired Qualifications

Deep experience with global derivatives or futures MBO data, or hands-on experience in market-data processing and protocol connectivity for core APAC markets such as HKEX and JPX/TSE.
Experience evaluating data samples from international market-data vendors, including Pico, Databento, Maystreet, Refinitiv, or Quanthouse, to support technical admission and identify data gaps and pain points.
Experience building in-house sanity-check or data-quality monitoring frameworks; proficiency in Python for data analysis and auxiliary processing.

Job Responsibilities

Market Data Delivery & Full Lifecycle Management: Own the end-to-end delivery of high-frequency market data for one or more core market lines. Lead the entire pipeline construction, including real-time feed handler connectivity, full-scale historical data backfilling, and incremental data patching to ensure high efficiency for quantitative research and trading execution.
Exchange Data Guarding: Leverage a profound understanding of market microstructure and raw exchange data to accurately identify and conquer structural anomalies (e.g., CME Implied Orders, dynamic symbol mapping, sequence number gaps, timestamp/price precision alignments) during the design and validation phases. Ensure early convergence of data defects across both realtime and historical stages.
New Market Connectivity & Protocol Adaptation: Spearhead the MBO level market data connectivity, micro-protocol parsing, and standardized adaptation for global new markets and new trading systems.
High-Standard Validation & Data Patching: Construct multi-dimensional, multi-granular cross-validation frameworks (e.g., MBO vs. TAQ/Snapshot, Raw Pcap vs. Normalized Data). Lead the process from raw Pcap to MBO order book reconstruction, gap/packet drop identification, and high-quality incremental recovery.
Team Empowerment & Standards Setting: Guide junior engineers and drive team talent development (Mentorship). Distill and establish team-level sanity check rules, high-frequency data engineering best practices, and standardized delivery whitepapers.

Job Requirements:

5+ years of engineering experience in global exchange market/tick data. We are looking for an expert in exchange market data who possesses deep practical experience in either of the following tracks:
(a) Real-Time Connectivity Track: Proficient in multi-exchange real-time feed handler connectivity; deeply familiar with multicast, snapshot recovery, and A-B arbitrage data alignment/low-latency processing techniques.
(b) Historical Data Track: Proficient in the full historical MBO data lifecycle; hands-on experience in high-performance Pcap parser development, underlying order book reconstruction, full historical data backfilling, and high-standard data cleaning/validation.
Core Tech Stack: Expert-level C++ with exceptional capabilities in native Pcap and raw data processing; highly proficient in order book reconstruction mechanisms.
Domain Knowledge: Deeply understand the underlying market data architectures of major global exchanges; familiar with market data characteristics across different asset classes (especially global derivatives/futures); hands-on experience solving critical traps like implied order matching, contract symbol mapping, and sequence number continuity.

Preferred Qualifications

Complementary Market Experience: Deep experience in global derivatives/futures MBO data, or hands-on experience in market data processing and protocol connectivity for core APAC markets such as HKEX and JPX/TSE.
Collaborative Vendor Evaluation: Experience in evaluating data samples from international market data vendors (e.g., Pico, Databento, Maystreet, Refinitiv, Quanthouse, etc.) to assist the team with technical admission and identifying underlying data gaps/pain points.
Engineering Toolchain: Experience in building in-house high-standard sanity check or data quality monitoring frameworks; proficient in using Python for efficient data analysis and auxiliary processing.

About the Company

Metabit

Provides government IT services and security

Metabit delivers IT services to U.S. federal, state, and local government agencies by combining managed services, strategic consulting, and advanced technology implementation. Its offerings include AI-powered cybersecurity with Zero Trust, generative AI for data analytics, and AI-driven cloud and infrastructure modernization, plus AI-enhanced SaaS development and staff augmentation with cleared IT professionals. Metabit differentiates itself as a government-focused, woman-owned small business with enterprise-level capabilities and niche expertise in unmanned systems, drones, and nuclear technology safety and data management. Its goal is to help public-sector customers modernize securely and cost-effectively, ensuring compliance and resilience while advancing government missions.

Company size: 1-10
Company stage: Seed
Total funding: $2M
Headquarters: Toronto, Canada
Founded: 2022

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