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Key Responsibilities
. Design, develop, and maintain enterprise-grade KDB+ platforms supporting real time market data and trading applications.
. Implement, customise, and optimise KDB+ Tick architecturesfor high-volume, lowlatency market data processing.
. Develop solutions using the q programming language forfinancial data modelling, analytics, and time-series data processing.
. Analyse and optimise system performance to minimiselatency across proprietary electronic trading platforms.
. Build scalable architectures capable of handling large volumes of real-time market
data across Equities, Foreign Exchange (FX), Futures, and other asset classes.
. Collaborate closely with quantitative researchers, algorithmic traders, and technology teams to develop, backtest, and deploy quantitative trading models.
. Develop data ingestion, storage, and retrieval solutionsfor high-frequency financial datasets.
. Perform performance tuning, troubleshooting, andoptimisation of existing KDB+ applications.
. Participate in system design discussions, code reviews,testing, deployment, and production support.
. Produce technical documentation and contribute toknowledge sharing within the development team.
Required Technical Skills
. Strong hands-on experience developing applications using KDB+ and the q programming language.
. Proven experience implementing and customizing KDB+ Tick architectures.
. Strong understanding of time-series databases and high-performance data processing.
. Experience designing low-latency, high-through put distributed systems.
. Knowledge of real-time market data feeds and electronic trading platforms.
. Experience with Linux/Unix environments and shell scripting.
. Strong programming skills in one or more languages such as Java, C++, or Python alongside KDB+/q.
. Experience with performance tuning, profiling, and latency optimisation.
Domain Knowledge
The ideal candidate should have experience within capital markets or investment banking, including experience in one of:
. Electronic Trading (eTrading)
. Market Data Platforms
. Algorithmic Trading
. Quantitative Research
. Order Management Systems (OMS)
. Execution Management Systems (EMS)
. Equities, Foreign Exchange (FX), Futures, and other financial instruments
. Time-series financial data and market microstructure
Preferred Qualifications
. Bachelor's degree in Computer Science, Engineering, Mathematics, Finance, or a related discipline.
. Minimum 3 years or more of software development experience, including significant hands-on experience with KDB+/q.
. Experience working in investment banking, capital markets, hedge funds, proprietary trading firms, or financial technology organizations.
. Experience supporting front-office trading environments.
. Familiarity with cloud technologies and distributed computing is an advantage.
Job ID: 151635121
Skills:
Linux, Shell scripting, KDB plus
Skills:
Java, Unix, Performance Tuning, shell scripting, Linux, Python, latency optimisation, electronic trading platforms, q programming language, time-series databases, real-time market data feeds, high-performance data processing, low-latency high-throughput distributed systems, Profiling