We are partnering with a leading global financial institution known for its strong presence in credit trading and quantitative technology innovation. The team is building and evolving next-generation trading infrastructure that powers critical front-office decision-making across global markets.
This is a high-impact engineering role sitting at the AVP level, focusing on the design, development, and modernization of large-scale KDB+ and Python-based systems that support real-time market data and trading analytics.
Requirements:
- Strong experience building and working with KDB+/Q-based systems, ideally in environments handling tick data, time-series datasets, or real-time market data flows
- Solid Python development experience
- Exposure to front-office /electronic trading technology environments, across asset classes such as credit, equities, FX, rates, or commodities
- Proven track record working on high-performance, low-latency systems in trading or large-scale data environments
- Familiarity with modern data platforms and cloud-enabled architectures (e.g. containerised deployments, Databricks, Snowflake) would be highly advantageous
If you are interested, please apply to the job post or contact me at [Confidential Information]
Regrettably, only shortlisted candidates will be notified.
Business Registration Number: 200611680D |Licence Number: 10C5117 |EA Registration Number: R23115372
