# Market Data Connectivity Engineer at Metabit Technology LLC

Market Data Connectivity Engineer at Metabit Technology LLC in Singapore. Remote. Posted October 14, 2026.

- Company: Metabit Technology LLC
- Location: Singapore
- Workplace: Remote
- Posted: 2026-10-14
- Apply: https://job-boards.greenhouse.io/metabittechnologyllc/jobs/4451183009
- Source: https://jobmagic.ai/jobs/market-data-connectivity-engineer-metabit-technology-llc-h351gm

## 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.

## 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.