Senior KDB+/q Engineer - Real-Time Market Data Systems
Posted 2 weeks ago by Korn Ferry
Negotiable
Inside
Undetermined
London, UK
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 focuses on building and maintaining high-performance KDB+ platforms essential for trading and analytics. The engineer will work on low-latency systems and collaborate closely with quants and stakeholders. The role requires extensive experience in KDB+/q and real-time data systems.
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
- Strong knowledge of time-series joins (eg as-of joins)
- Strong knowledge of attributes, iterators/adverbs, and performance internals
- Experience building low-latency systems where performance matters
- Strong Linux/Unix skills, including debugging running processes
Salary (Rate): £900 daily
City: London
Country: UK
Working Arrangements: undetermined
IR35 Status: inside IR35
Seniority Level: Senior
Industry: IT
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