Data Engineer - KDB/Algorithmic Trading
Posted Today by Templeton & Partners - Innovative & Inclusive Hiring Solutions
£150 Per hour
Inside
Hybrid
London Area, United Kingdom
Summary: The Data Engineer role focuses on supporting a leading Algorithmic Trading team by building a high-performance data platform for trading strategy optimization. The position requires collaboration with Traders and Quants to deliver scalable data ingestion pipelines and ensure efficient query execution. The contract is for 12 months and is classified as inside IR35, with a hybrid working arrangement. The role demands strong technical skills in kdb/q and various programming languages, along with the ability to thrive in a fast-paced trading environment.
Key Responsibilities:
- Build & optimise Real Time + historical trading data services
- Deliver scalable data ingestion pipelines for high-volume market data
- Develop & extend analytical libraries used by Quants
- Ensure ultra-fast query execution for time-series workloads
- Support pre- and post-trade analytics and strategy performance
Key Skills:
- kdb/q (3+ years) - indicators, backtesting, tick data modelling
- Experience with time-series databases (kdb, shakti)
- Strong engineering skills: Python, PowerShell, C#, SQL
- Linux proficiency (Bash/Perl)
- CI/CD & Agile tools: ADO, GitHub, Jenkins, Nexus, Jira
- Data pipeline design & high-availability systems
Salary (Rate): £150.00/hr
City: London Area
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: IT
Data Engineer - KDB/Algorithmic Trading 12-Month Contract | Inside IR35 | Hybrid (UK) £800 to £1000 per day Templeton & Partners are urgently hiring a Data Engineer to support a leading Algorithmic Trading team. You'll work directly with Traders and Quants to build a scalable, high-performance data platform powering TCA, execution research, and trading strategy optimisation.
Key Responsibilities
- Build & optimise Real Time + historical trading data services
- Deliver scalable data ingestion pipelines for high-volume market data
- Develop & extend analytical libraries used by Quants
- Ensure ultra-fast query execution for time-series workloads
- Support pre- and post-trade analytics and strategy performance
Required Skills
- kdb/q (3+ years) - indicators, backtesting, tick data modelling
- Experience with time-series databases (kdb, shakti)
- Strong engineering skills: Python, PowerShell, C#, SQL
- Linux proficiency (Bash/Perl)
- CI/CD & Agile tools: ADO, GitHub, Jenkins, Nexus, Jira
- Data pipeline design & high-availability systems
Nice to Have
- Pre-/post-trade analytics
- Machine learning or pattern recognition experience
Soft Skills
- Confident working closely with Traders, Quants & Engineering teams
- Thrives under pressure in fast-paced trading environments
- Proactive, adaptable, and delivery-focused
Interested? If you'd like more information please apply now!