About the Job
We are building a next-gen quantitative trading and research platform focused on systematic, data-driven alpha generation across crypto markets. As a Data Engineer (Quantitative Trading), you will be the backbone of our research and execution engine. This is not a standard IT support role; you will design and build high-performance data architectures that handle massive volumes of tick-level crypto data. You will bridge the gap between raw exchange feeds and production-ready datasets, ensuring our trading systems operate with maximum reliability and speed. Operating as a sole contributor reporting to the Technical Director, you will own the entire data lifecycle for our global operations.
Key Responsibilities
- Data Pipeline Engineering: Design, build, and maintain scalable ETL/ELT pipelines to ingest and process high-frequency crypto market data (tick, OHLCV, order book, and funding rates).
- Infrastructure Optimization: Develop and optimize high-performance data storage solutions and retrieval systems using C++ and Python to support real-time trading and rapid backtesting.
- Data Quality & Integrity: Implement rigorous cleaning and validation frameworks to handle noisy or incomplete data from various crypto exchanges, ensuring single source of truth reliability.
- System Integration: Collaborate with the technical team to move research models into live production environments, ensuring data flows are low-latency and robust.
- Database Management: Oversee time-series databases and cloud-based storage, focusing on query optimization for massive datasets and efficient historical data replay.
- Monitoring & Reliability: Build automated monitoring tools to track data health, pipeline latency, and system uptime in a 24/7 global market environment.
Requirements
- Experience: 3 to 5 years of hands-on experience in Data Engineering, specifically within a quantitative trading, fintech, or high-frequency data environment.
- Technical Proficiency: Strong expertise in C++ development (performance-critical systems) and Python (Pandas, NumPy, automation).
- Data Architecture: Solid understanding of time-series databases, SQL/NoSQL systems, and large-scale data warehousing.
- Market Knowledge: Familiarity with crypto-specific data structures (WebSockets, REST APIs) and market mechanics like perpetuals, funding rates, and order books.
- Language:Mandarin is a must (to liaise with stakeholders and regional partners) with at least professional English skills.
- Mindset: A detail-oriented problem-solver with an ownership mentality, capable of managing complex data infrastructures independently as a sole contributor.
Bonus Points (Nice to Have)
- Prior work experience at a prop shop, hedge fund, or crypto exchange.
- Familiarity with low-latency messaging queues (e.g., Kafka, ZeroMQ) or stream processing.
- Experience with DevOps tools (Docker, Kubernetes) and cloud infrastructure (AWS/GCP).
- Knowledge of kdb+/q or other specialized financial time-series databases.
Compensation & Employment Details
- Monthly Salary Budget: RM 15,000 – RM 25,000
- Incentives: Performance-linked bonus based on system contribution and reliability.
- Employment Type: Permanent.
- Working Hours: Monday to Friday (3:00 PM – 12:00 AM) to align with US trading hours.
- Location: Kuala Lumpur (On-site with desktop provided).
- Benefits: 14 days Annual Leave, standard EPF & SOCSO contributions.
