KDB+/Q Engineer required by the London office of a Global Macro Hedge Fund to build out the next-generation trading and research analytics platform. The old platform is being decommissioned and this platform will be built from scratch using the latest technologies.
The Trading Analytics Team sits within Global Trading, the trading execution portion of the business. These systems are business-critical across the entire Asset Management business (all funds/PMs).
The Hedge Fund is looking for a KDB+/Q developer to join the Trading Analytics team and build out a new platform for analytics in KDB+/Q. This role will encompass analytics development, infrastructure selection and optimization, core framework development as well as assisting quants/researchers with their development on the platform.
They require a KDB+/Q developer who has the following attributes:
- Prior experience having worked on systems of considerable scale/complexity (implementation of systems, not a just user of them)
- Broad technical skills (Python, Java, or C++ required)
- Experience engineering and optimizing large-scale systems including:
- Data management/access platforms
- Trading systems and the order/execution lifecycle
- Low latency and/or high throughput system engineering and optimizatio
They expect prospective candidates to demonstrate advanced domain knowledge and recent expertise in:
- One of the electronic dominated products (Equities / FX etc)
- Market data and its use for high performance analytics
- Interest in working with large-scale data problems, especially in financial markets
- Interest in working in a fast-paced, entrepreneurial, and highly-collaborative team
- Strong problem-solving skills: innate understanding of prioritization and trade-offs
This is a unique opportunity for Engineers to join a team with the remit to build to build this new Trading and Analytics system from scratch using better/modern technologies/techniques, and to solve for problems that were previously impossible that are enabled by these new technologies (especially Q).