Senior Market & Trading Data Engineer

As a Senior Market & Trading Data Engineer at OKX, you join the Data & Analytics team, which owns public market data from global crypto exchanges and proprietary trading data from internal desks. You will see data problems end to end, from exchange connections and internal sources through to the analysis they support. This is an exciting time to join as the team rebuilds its platform on ClickHouse, Apache Iceberg, and Kafka while continuing to support live trading.

What you'll do

• Build and operate pipelines that bring market and trading data into the platform, including ingestion, parsing, normalization, validation, and storage.
• Build and extend Python- and SQL-based datasets and data models used by trading desks, quants, research, and analytics teams.
• Own data correctness through source reconciliation, data-quality and completeness checks, gap and duplicate detection, backfills, and replays.
• Investigate discrepancies end to end by tracing unexpected numbers through the pipeline to the source and fixing root causes.
• Onboard new exchanges, venues, products, and internal data sources, addressing real-world external-feed behaviour including authentication, rate limits, disconnects, missing history, and schema changes.
• Support data users through query support, data access, APIs, and client libraries.
• Operate what you build, including monitoring, alerting, and incident response for owned pipelines and datasets.
• Contribute to the migration toward ClickHouse, Iceberg, Kafka, and Kubernetes by running new and legacy paths in parallel, reconciling results, and cutting over safely.
• Use AI coding assistants and LLM tooling to improve development, debugging, and data investigation while applying sound judgement and independently validating outputs.
• Depending on team needs and your strengths, develop deeper expertise in either real-time platform and pipeline engineering or proprietary trading-data datasets and analysis.

What you bring

• A Bachelor's degree or above in Computer Science, Engineering, or a related quantitative field.
• 3-5 years of hands-on experience in data engineering, software engineering, or analytics engineering.
• Strong production-quality programming skills in Java, Python, or both.
• Sound data-modelling judgement, designing schemas that scale with evolving data and use cases, including keys, granularity, partitioning, and schema evolution.
• Ability to reason about query behaviour and performance over large datasets.
• Demonstrated production ownership, having designed, delivered, and operated a pipeline, service, or dataset that other teams depend on, including its reliability, monitoring, and failure modes.
• Rigour in data correctness, validating outputs before they reach users, cross-checking against independent sources where possible, and treating silent data errors as serious defects.
• Structured problem-solving under uncertainty, decomposing ambiguous data discrepancies, forming and testing hypotheses, and reaching defensible conclusions while clearly stating assumptions and outstanding verification needs.
• Strong initiative and persistence, identifying gaps, acting without waiting for direction, working through difficult problems, and getting up to speed quickly on unfamiliar systems and domains.
• Strong communication skills in both Chinese and English.

Nice to have

• Experience in crypto, market data, trading systems, or trading operations.
• Strong Java systems-engineering capability, including JVM and concurrency fundamentals, profiling, performance tuning, and reliable high-throughput services.
• Strong Python data-engineering capability, including pandas, Polars, PyArrow, or Spark, with experience in vectorisation, memory behaviour, and processing datasets larger than memory.
• Experience delivering tested, packaged Python tooling that other teams depend on.
• Depth in trading-data analysis, such as reconstructing positions from fills, balances from transfers, or PnL across settlement or expiry boundaries.
• Experience reconciling derived trading data against authoritative sources and resolving discrepancies between systems.
• Experience with real-time streaming pipelines, ideally Kafka, including ordering, gap detection, checkpoints, restart recovery, and replay.
• Hands-on experience with time-series or analytical databases, including partitioning, retention, and query-performance tuning at scale.
• Exposure to Apache Iceberg, Parquet, Spark, gRPC, Kubernetes, or cloud data infrastructure.
• Experience building connectors to external REST or WebSocket APIs.

What we offer

• Competitive total compensation package.
• Learning and development programs and education subsidy for your growth and development.
• Various team-building programs and company events.
• Wellness and meal allowances.
• Comprehensive healthcare schemes for you and your dependents.
• Hong Kong onsite role (in-office).

About OKX

OKX is a leading crypto exchange and developer of OKX Wallet, giving millions access to crypto trading and decentralized applications. The platform serves hundreds of large institutions seeking access to crypto markets and is backed by Proof of Reserves. OKX is part of OKG, a group bringing blockchain value to users worldwide through products including OKX, OKX Wallet, and OKLink.