Hands-on expertise engineering solutions using kdb+/q
Understanding of kdb+ tick architecture and table design
Ability to write efficient joins and aggregations in q
You will join the Quantitative Fixed Income Engineering team which builds applications that deliver quantitatively led pricing and trading solutions for the Rates, Credit and Repo businesses
Job Summary
You will join the Quantitative Fixed Income Engineering team which builds applications that deliver quantitatively led pricing and trading solutions for the Rates, Credit and Repo businesses.
The role requires ongoing development of the KDB datastore platform which sits on the critical path for live trading, regulatory driven reporting, structured research and ad-hoc analytics.
The company offers a hybrid working model, competitive salary, non-contributory pension, 30 days' holiday plus bank holidays, and life assurance with private healthcare.
Matching Summary
You will join the Quantitative Fixed Income Engineering team which builds applications that deliver quantitatively led pricing and trading solutions for the Rates, Credit and Repo businesses.
Salary
Competitive salary; Non-contributory pension; 30 days' holiday plus bank holidays
Skills & Requirements
Must-have
Hands-on expertise engineering solutions using kdb+/Q
Understanding of kdb+ tick architecture and table design
Ability to write efficient joins and aggregations in Q
Shell scripting experience in a Unix/Linux environment
Nice-to-have
Excellent interpersonal and communication skills
Agile environment experience
Collaboration with quant and infrastructure teams
Key Requirements
Bachelor's degree level education or equivalent qualification/work experience
Sound grounding in the principals of computer engineering