Senior Kdb+/Q Developer

Key Responsibilities Design, develop, and maintain enterprise grade KDB+ platforms supporting real-time market data and trading applications. Implement, customise, and optimise KDB+ Tick architectures for high-volume, low-latency market data processing. Develop solutions using the q programming language for financial data modelling, analytics, and time-series data processing. Analyse and optimise system performance to minimise latency across proprietary electronic trading platforms. Build scalable architectures capable of handling large volumes of real-time market data across Equities, Foreign Exchange (FX), Futures, and other asset classes. Collaborate closely with quantitative researchers, algorithmic traders, and technology teams to develop, backtest, and deploy quantitative trading models. Develop data ingestion, storage, and retrieval solutions for high-frequency financial datasets. Perform performance tuning, troubleshooting, and optimisation of existing KDB+ applications. Participate in system design discussions, code reviews, testing, deployment, and production support. Produce technical documentation and contribute to knowledge sharing within the development team. Required Technical Skills Strong hands-on experience developing applications using KDB+ and the q programming language . Proven experience implementing and customising KDB+ Tick architectures. Strong understanding of time-series databases and high-performance data processing. Experience designing low-latency, high-throughput distributed systems. Knowledge of real-time market data feeds and electronic trading platforms. Experience with Linux/Unix environments and shell scripting. Strong programming skills in one or more languages such as Java, C++, or Python alongside KDB+/q. Experience with performance tuning, profiling, and latency optimisation. Domain Knowledge The ideal candidate should have experience within capital markets or investment banking, including knowledge of: Electronic Trading (eTrading) Market Data Platforms Algorithmic Trading Quantitative Research Order Management Systems (OMS) Execution Management Systems (EMS) Equities, Foreign Exchange (FX), Futures, and other financial instruments Time-series financial data and market microstructure Preferred Qualifications Bachelor's degree in Computer Science, Engineering, Mathematics, Finance, or a related discipline. 8+ years of software development experience, including significant hands-on experience with KDB+/q. Experience working in investment banking, capital markets, hedge funds, proprietary trading firms, or financial technology organisations. Experience supporting front-office trading environments. Familiarity with cloud technologies and distributed computing is an advantage. What We're Looking For Strong analytical and problem-solving skills. Ability to work effectively in fast-paced, low-latency trading environments. Excellent communication skills with the ability to collaborate directly with traders, quantitative analysts, and business stakeholders. Experience delivering robust, scalable, and production-ready solutions. Ability to work independently while contributing to cross-functional project teams.