Senior Market & Trading Data Engineer

The role

You will build and operate pipelines to bring market and trading data into the platform. You will also build Python and SQL-based datasets and data models for trading desks, quants, research, and analytics teams.

What you will do

• Build and operate pipelines for ingestion, parsing, normalization, validation, and storage of market and trading data.
• Build and extend Python- and SQL-based datasets and data models.
• Own data correctness through reconciliation, quality checks, and gap detection.
• Investigate discrepancies end to end and fix root causes.
• Onboard new exchanges, venues, products, and internal data sources.
• Support data users through query support, data access, APIs, and client libraries.
• Operate built systems including monitoring, alerting, and incident response.
• Contribute to the migration toward ClickHouse, Iceberg, Kafka, and Kubernetes.
• Use AI coding assistants and LLM tooling to improve development and debugging.
• Develop expertise in real-time platform engineering or proprietary trading-data datasets.

Required qualifications

• 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.
• Ability to reason about query behaviour and performance over large datasets.
• Demonstrated production ownership.
• Rigour in data correctness.
• Structured problem-solving under uncertainty.
• Strong initiative and persistence.
• 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; experience with 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.

Benefits

• Competitive total compensation package.
• Learning and development programs and education subsidy.
• Various team-building programs and company events.
• Wellness and meal allowances.
• Comprehensive healthcare schemes for employees and dependents.

About the company

OKX is a leading crypto exchange and the developer of OKX Wallet. It is part of OKG, a group that brings the value of Blockchain to users around the world.