Negotiable
Undetermined
Hybrid
Greater London, England, United Kingdom
Summary: The Senior kdb+ Quantitative Developer role at a proprietary trading firm in London focuses on developing a real-time, cloud-based quantitative analysis pipeline for cryptocurrency derivatives. The position involves building scalable kdb+/q components, collaborating with quantitative researchers, and contributing to the overall infrastructure and architecture of the firm's trading systems. Candidates should possess strong quantitative finance knowledge and extensive experience with kdb+/q programming. This role offers a unique opportunity to work in a greenfield environment with a driven team.
Key Responsibilities:
- Pipeline Development: Build scalable, secure, and reliable KDB+/q components for data management.
- Quantitative Model Development: Translate backtested models into production-grade code for high-frequency trading.
- Infrastructure Development: Contribute to the development lifecycle of cloud-based applications and deployment systems.
- Architectural Assistance: Collaborate with the CTO to enhance pipeline architecture and system design.
- Cross-Team Technical Alignment: Ensure project alignment with business needs and support seamless integration.
- General Maintenance & Tasks: Monitor and improve existing systems, including code reviews and documentation.
- Database Integrity: Develop solutions to ensure data quality and accessibility.
Key Skills:
- Bachelors or Masters degree in Computer Science, Mathematics, Statistics, or related STEM field.
- 5+ years of professional experience with kdb+/q programming for real-time financial applications.
- Strong foundation in financial mathematics, stochastic processes, and time-series modeling.
- Experience with models like GARCH, SVI, and ARIMA.
- Expertise in HPC, networking, and low-level programming.
- Familiarity with AWS ML and modern data science tools (Python, Jupyter, pandas, numpy).
- Knowledge of risk management, hedging strategies, and cryptocurrency markets.
Salary (Rate): undetermined
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: undetermined
Seniority Level: undetermined
Industry: IT