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KDB Developer
Ref No.: 18-13145
Location: New York, New York
KDB+/Q Software Engineer
NYC, NY
Full Time/Perm


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