KDB Engineer - Equities Research Technology

Responsibilities

• Work with the R & D and application development teams to assist in design, prototype and implementation of next generation high-performance real time analytics solutions in the industry to scale with the business.
• Collaborate with the team to build out a market leading portfolio PL and Risk platform for latency critical processes with high visibility among trading teams as well as management teams.
• Work with different technologies to provide the state-of-the-art intraday analytics platforms used in various risk and portfolio management systems across the entire firm.
• Impact application development and architecture of highly scalable real time platforms.

Qualifications, Skills And Requirements

• 4+ years of experience in KDB+ q application development on Linux along with good understanding of the Linux operating system.
• Experience in writing and maintaining Feed handlers, real-time and historical databases with exploring optimization opportunities in the way we store/query/process data.
• Experience in working with multiple q processes interacting with each other in tandem and with routines written in C/C++/Python via IPC/WS/HTTP.
• Experience in writing clean testable code.
• Basic understanding of Computer Networking.
• Experience working with various monitoring tools like Datadog, ELK stack etc.
• Basic understanding of equities, linear products, financial markets and a desire to work directly with investment professionals.
• Good team player with a strong willingness to participate and help others.
• Drive to learn and experiment.

Nice-to-have

• Cross-asset risk analytics experience, including but not limited to options, futures, FX, rates, volatility.
• Experience building large-scale real-time portfolio risk and pl engines.
• Experience re-building platforms to scale horizontally with the business.
• Experience with KDB+ q or interfacing C/C++ with KDB.

Pay

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future.