Senior KDB+/q Engineer - Contract
Posted 2 weeks ago by Korn Ferry
£115 Per hour
Inside
Undetermined
City Of London, England, United Kingdom
Summary: This role is for a Senior KDB+/q Engineer within a leading global financial institution's Real Time market data engineering team. The position involves designing, developing, and maintaining high-performance KDB+ platforms for critical trading and analytics applications. The engineer will work closely with quants and stakeholders to optimize systems and support production environments. The role requires extensive hands-on experience with KDB+/q in a production setting.
Key Responsibilities:
- Design, develop and maintain large-scale KDB+/q systems for Real Time and historical market data
- Build and operate tickerplants (TP), Real Time processes (RTP), and HDBs, including recovery and log replay
- Implement performant time-series data models, schemas, and APIs
- Optimize q code for latency, throughput, and memory efficiency
- Develop Real Time and batch pipelines for tick data ingestion, normalization, and enrichment
- Work closely with quants and stakeholders to productionise analytics and trading signals
- Support and troubleshoot production KDB systems on Linux, including participation in on-call rotations
Key Skills:
- Extensive hands-on experience with KDB+/q in a production environment
- Proven experience designing or operating Real Time tick data systems
- Strong knowledge of tickerplant architectures and recovery models
- Time-series joins (e.g., as-of joins), attributes, iterators/adverbs, and performance internals
- Experience building low-latency systems where performance matters
- Strong Linux/Unix skills, including debugging running processes
Salary (Rate): £115.00/hr
City: City Of London
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: inside IR35
Seniority Level: Senior
Industry: Finance
Rate: up to £900 a day inside IR35
We are working with a leading global financial institution on a senior hire within their Real Time market data engineering team. This role is focused on building and operating low-latency, high-performance KDB+ platforms that support mission-critical trading, analytics and monitoring use cases.
What You'll Be Doing
- Design, develop and maintain large-scale KDB+/q systems for Real Time and historical market data
- Build and operate tickerplants (TP), Real Time processes (RTP), and HDBs, including recovery and log replay
- Implement performant time-series data models, schemas, and APIs
- Optimize q code for latency, throughput, and memory efficiency
- Develop Real Time and batch pipelines for tick data ingestion, normalization, and enrichment
- Work closely with quants and stakeholders to productionise analytics and trading signals
- Support and troubleshoot production KDB systems on Linux, including participation in on-call rotations
What We're Looking For
- Extensive hands-on experience with KDB+/q in a production environment
- Proven experience designing or operating Real Time tick data systems
- Strong knowledge of: Tickerplant architectures and recovery models
- Time-series joins (eg as-of joins)
- Attributes, iterators/adverbs, and performance internals
- Experience building low-latency systems where performance matters
- Strong Linux/Unix skills, including debugging running processes
About Korn Ferry
Korn Ferry unleashes potential in people, teams, and organizations. We work with our clients to design optimal organization structures, roles, and responsibilities. We help them hire the right people and advise them on how to reward and motivate their workforce while developing professionals as they navigate and advance their careers. To learn more, please visit Korn Ferry at www.Kornferry.com