KDB+ Developer

KDB+ Developer

Posted 1 day ago by DNS Info Ltd

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Negotiable
Undetermined
Undetermined
London Area, United Kingdom
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Banking Capital Markets Data Ingestion Data Processing Data Store Debugging Financial Services Generic Programming High-Frequency Trading Income Statement Management Market Data Risk Management Scalability Scripting Software Development

Summary: The KDB+ Developer role requires an experienced professional with expertise in KDB+/q and time-series data processing, particularly within financial services. The candidate will design, develop, and optimize KDB+ systems for real-time analytics and quantitative research. Collaboration with various teams to deliver low-latency solutions is essential, along with troubleshooting and improving existing systems for performance. Strong hands-on experience with KDB+ is the primary qualification for this position.

Key Responsibilities:

  • Design, develop, and maintain KDB+/q applications for real-time and historical data processing.
  • Build and optimize high-performance, in-memory, time-series databases to support trading, analytics, and risk systems.
  • Implement data ingestion pipelines for market data, trade data, quotes, and other time-series feeds.
  • Develop fast and efficient q queries, scripts, and analytics to support trading desks and quantitative teams.
  • Collaborate with quants, traders, data engineers, and technology teams to deliver low-latency solutions.
  • Troubleshoot, optimize, and improve existing KDB+ systems for performance, memory usage, parallelization, and scalability.
  • Work with real-time streaming systems and support high-frequency trading (HFT), surveillance, P&L reporting, and analytics platforms.
  • Support the adoption or integration of KDB Insights or distributed KX technologies where required.

Key Skills:

  • Strong hands-on experience with KDB+ and the q programming language.
  • Proven experience working with time-series data, ideally in banking, trading, hedge funds, or capital markets.
  • Deep understanding of columnar data storage, real-time processing, and in-memory analytics.
  • Experience building systems for High-Frequency Trading (HFT), risk management, and real-time risk calculations.
  • Quant research and analytics, market data processing, surveillance/fraud monitoring, and P&L or trading analytics.
  • Ability to work with large, complex datasets (real-time + historical).
  • Strong debugging, optimization, and performance-tuning skills.
  • Knowledge of Unix/Linux environments and scripting.

Salary (Rate): undetermined

City: London Area

Country: United Kingdom

Working Arrangements: undetermined

IR35 Status: undetermined

Seniority Level: undetermined

Industry: IT

Detailed Description From Employer:

We are seeking an experienced KDB+ Developer with strong hands-on expertise in KDB+/q and time-series data processing. The ideal candidate will have demonstrated experience working with high-performance, real-time data systems within financial services—preferably in environments such as trading, risk, or market data platforms. Experience in KDB is the primary qualification for this role. The role involves designing, developing, optimizing, and supporting KDB+ systems used for real-time analytics, quantitative research, and time-series data storage and retrieval.

Key Responsibilities

  • Design, develop, and maintain KDB+/q applications for real-time and historical data processing.
  • Build and optimize high-performance, in-memory, time-series databases to support trading, analytics, and risk systems.
  • Implement data ingestion pipelines for market data, trade data, quotes, and other time-series feeds.
  • Develop fast and efficient q queries, scripts, and analytics to support trading desks and quantitative teams.
  • Collaborate with quants, traders, data engineers, and technology teams to deliver low-latency solutions.
  • Trouble­shoot, optimize, and improve existing KDB+ systems for performance, memory usage, parallelization, and scalability.
  • Work with real-time streaming systems and support high-frequency trading (HFT), surveillance, P&L reporting, and analytics platforms.
  • Support the adoption or integration of KDB Insights or distributed KX technologies where required.

Required Skills & Experience

  • Strong hands-on experience with KDB+ and the q programming language (this is the key requirement).
  • Proven experience working with time-series data, ideally in banking, trading, hedge funds, or capital markets.
  • Deep understanding of columnar data storage, real-time processing, and in-memory analytics.
  • Experience building systems for:
    • High-Frequency Trading (HFT)
    • Risk management and real-time risk calculations
    • Quant research and analytics
    • Market data processing
    • Surveillance / fraud monitoring
    • P&L or trading analytics
  • Ability to work with large, complex datasets (real-time + historical).
  • Strong debugging, optimization, and performance-tuning skills.
  • Knowledge of Unix/Linux environments and scripting.
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