About This Role
8 years of experience
Skills: kdb+, q Language, Time-Series Data, Market Data, Tick Data Management, Python, FIX Protocol, Real-time Analytics, CEP, Quantitative Finance, Capital Markets, SQL, Linux, DevOps, Low-Latency Architecture
About the Role
We are looking for a kdb+ / q Lead Developer with 8+ years of experience to own, architect, and lead enterprise-scale kdb+ platforms across our quantitative finance and capital markets technology estate. You will be the organisation's foremost kdb+ SME — designing high-performance, low-latency time-series platforms supporting real-time market data, tick data management, trade analytics, and risk calculation.
Key Responsibilities
- Own end-to-end kdb+ platform architecture — tickerplant, RDB, HDB, IDB, gateway, and CEP design at enterprise scale.
- Design and develop complex q / kdb+ solutions — streaming pipelines, historical analytics engines, feed handlers, and gateway services.
- Build and optimise kdb+ streaming architectures — integrating Kafka, Solace, Bloomberg B-PIPE, and Refinitiv Elektron for real-time market data ingestion.
- Implement PyKX / embedPy integrations — enabling Python-based quant analytics and data science workflows on kdb+ data.
- Lead kdb+ schema design, partitioning, performance tuning, memory management, and storage optimisation.
- Manage market data vendor integrations — Bloomberg, Refinitiv / LSEG, ICE — including feed configuration and entitlements management.
- Lead kdb+ cloud deployment on AWS / Azure — containerisation (Docker / Kubernetes) and cloud-native kdb+ platform design.
- Mentor and lead a team of kdb+ / q developers — code reviews, architectural guidance, and standards enforcement.
- Engage senior stakeholders — Quant Analysts, Traders, Risk Managers, CDO — presenting platform strategy and roadmap.
- Manage KX Systems vendor relationship — support escalations, licence management, and product roadmap alignment.
What We're Looking For
- 8+ years of hands-on kdb+ / q development in capital markets or quantitative finance environments.
- Expert q language proficiency — functional programming, performance optimisation, and complex analytics in production.
- Deep kdb+ architecture expertise — tickerplant, RDB, HDB, IDB, gateway, and CEP at enterprise scale.
- Strong market data knowledge — Bloomberg, Refinitiv, ICE feed management across equities, FX, fixed income, and derivatives.
- Proven kdb+ streaming experience — Kafka or Solace integration for high-throughput real-time pipelines.
- Strong Python / PyKX skills for quantitative analytics and kdb+ data science integration.
- Experience with kdb+ cloud deployment — AWS / Azure, Docker, Kubernetes.
- Demonstrated technical leadership — leading kdb+ teams and setting architectural standards.
- Excellent communication skills — engaging traders, quant analysts, risk managers, and senior technology leadership.
Nice to Have
- KX Insights Enterprise / KX Platform experience.
- Low-latency networking — DPDK, RDMA, kernel bypass.
- Algorithmic trading infrastructure — OMS, EMS, FIX / ITCH protocol.
- kdb+ C API / FFI for native C / C++ integration.
- KX Developer Certification.
- Experience in Investment Banking, Hedge Fund, Asset Management, or HFT environment.
