Negotiable
Undetermined
Undetermined
New York
Summary: A premier electronic trading firm is seeking a KDB Engineer to redesign their reference data architecture, focusing on optimizing time-series queries and establishing technical standards for their data platform. The role involves direct collaboration with the core development team and significant influence on architectural decisions. Applicants must be able to work in New York City at least three days a week, with visa sponsorship available for those already in the USA. The position requires a strong background in KDB and financial services experience.
Key Responsibilities:
- Redesign the reference data architecture for a massive securities platform.
- Optimize time-series queries at scale.
- Build reconciliation logic for multiple vendor feeds.
- Establish technical standards for the data platform.
- Collaborate directly with the core development team.
- Interface with front office stakeholders.
Key Skills:
- 2-12 years of experience as a KDB, KDB/Q or KDB+ Engineer.
- Experience in Financial Services (banks, hedge funds, prop trading, market making, or asset management).
- Good knowledge of timeseries data in a latency-sensitive environment.
- Proven ability to take ownership of projects.
- Reference data experience (nice to have).
- Fixed Income experience (nice to have).
- Machine Learning experience (nice to have).
Salary (Rate): £187500 yearly
City: New York
Country: USA
Working Arrangements: undetermined
IR35 Status: undetermined
Seniority Level: undetermined
Industry: IT
- US$150000 - US$250000 per annum + bonus + benefits
- New York
- Permanent
KDB, Machine Learning, Reference Data, Fixed Income, Market Making
A premier electronic trading firm is looking for a KDB Engineer to take ownership of their reference data architecture.
This isn't maintenance work: they want someone to fundamentally redesign how they handle master data across a massive securities platform. You'd be optimizing time-series queries at scale, building reconciliation logic for multiple vendor feeds, and establishing the technical standards for their data platform going forward.
What makes this compelling: direct collaboration with their core dev team (not siloed in a data team), genuine architectural influence, and exposure to low-latency trading systems once you've made your mark on the infrastructure layer.
Applicants must be able to work in New York City 3 days per week minimum. The client can sponsor visa's for applicants already based in the USA.
Required skills:
- 2-12 years of experience as a KDB, KDB/Q or KDB+ Engineer. We are not looking for people with KDB as a secondary skill: you will be using it as your main focus
- Financial Services experience. We are open to banks, hedge funds, prop trading, market making or asset management backgrounds
- Good knowledge and experience working with timeseries data in a latency-sensitive environment
- Proven ability to take ownership of projects and interface with front office stakeholders
Nice to have:
- Reference data experience
- Fixed Income experience
- Machine Learning
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.