Key Responsibilities • Design, develop, and maintain enterprise-grade KDB+ platforms supporting real time market data and trading applications. • Implement, customise, and optimise KDB+ Tick architecturesfor high-volume, lowlatency market data processing. • Develop solutions using the q programming language forfinancial data modelling, analytics, and time-series data processing. • Analyse and optimise system performance to minimiselatency 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 solutionsfor high-frequency financial datasets. • Perform performance tuning, troubleshooting, andoptimisation of existing KDB+ applications. • Participate in system design discussions, code reviews,testing, deployment, and production support. • Produce technical documentation and contribute toknowledge 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 customizing KDB+ Tick architectures. • Strong understanding of time-series databases and high-performance data processing. • Experience designing low-latency, high-through put 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 experience in one 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. • Minimum 3 years or more 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 organizations. • Experience supporting front-office trading environments. • Familiarity with cloud technologies and distributed computing is an advantage.