We are partnering with a leading quantitative trading firm managing over RMB 50 billion in assets, seeking a highly motivated Market Data Engineer to join its data infrastructure team. This is an excellent opportunity for junior engineers or strong fresh graduates who are passionate about financial markets, high-frequency data, and large-scale data systems.

What You'll Do

✅ Market Data Engineering

Own the end-to-end backfill process for high-frequency Market-By-Order (MBO) historical data.
Build and maintain workflows that transform raw PCAP packets into high-fidelity, research-ready market data.
Perform data cleansing, normalization, validation, and final delivery.

✅ Data Pipeline Operations

Support and maintain large-scale daily data pipelines built on Dagster.
Monitor production jobs, troubleshoot failures, and manage recovery/re-run processes.
Adapt data systems to exchange protocol changes under guidance from senior engineers.

✅ Data Quality Assurance

Develop automated sanity checks and validation tools for market data.
Investigate and diagnose data quality anomalies as the first line of support.
Continuously improve data reliability and coverage.

✅ Quant Research Support

Work closely with Quant Researchers to resolve market data issues.
Assist with data investigations and provide timely support for research initiatives.
Requirements

🔹 Up to 3 years of relevant experience, or outstanding fresh graduates with strong technical potential.

🔹 Strong programming skills in:

C++
Python
Linux development environment

🔹 Experience in one or more of the following is highly preferred:

High-frequency tick data
Time-series data processing
Large-scale distributed data systems
Python data-processing ecosystem (Pandas, NumPy)

🔹 Strong interest in:

Financial markets
Trading systems
Data infrastructure and engineering

🔹 Excellent learning ability, problem-solving skills, and teamwork mindset.

🔹 Hands-on engineering experience through internships, personal projects, open-source contributions, or academic projects is a plus.

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