KDB Developer (Scout HOT Job)

New York, NY

Posted: 07/02/2018 Employment Type: Scout Industry: Developer Job Number: 50430

KDB+/Q Software Engineer

The role is to work in the Global Markets Equities Data and Analytics group to build out and support an extensive set of KDB+/Q related applications covering from Market Data capturing to Quantitative Research. The candidate would be a hands-on developer in a fast paced agile environment. (S)he is required to work independently with minimum supervision. Candidate should have strong communication skill (both verbal and written) as (S)he would be working in a geographically distributed team. Candidate is supposed to demonstrate sense of ownership and take the responsibility for end to end delivery of the assigned tasks

Responsibilities
  • Working directly with users and analysts to translate business use cases into precise functional and technical requirements
  • Mentor a team of junior kdb+ developers and establishing standards
  • Design and develop distributed, high volume, high velocity real-time and historical systems using kdb+ technology
  • Leveraging kdb+ as a core component to build out a data science framework to support quant research and development
  • Integrate OMS and Market data to derive the necessary analytics to support Transaction Cost Analysis and other internal trading systems
  • Provide support and tools to allow end users to identify the underlying data issues or performance outliers

Requirements
  • 10+ years of experience as a professional Software Engineer
  • Experience in KDB+/Q in the financial industry is a must
  • Experience building & maintaining large-scale KDB ticker plants
  • Equity product knowledge covering cash and derivatives
  • Understand FIX messaging standard and the order lifecycle of trading systems
  • In-depth knowledge of kdb+/Q to construct a scalable architecture in the backend and also maintain a client facing API in multiple languages in order to support various access patterns
  • Strong Scripting skills in Unix/Linux (Shell/Perl/Python/…)
  • Desire to explore the underlying details and provide the root cause analysis on inquiries
  • Good Team player with excellent interpersonal skills and integrity
  • Knowledge of Continuous integration tools like Jenkins
  • Exposure to source code management tools - svn, git

Desired skills.
  • Experience in R is a plus
  • Exposure to Agile development model
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