KDB+ Developer

Job: Senior KDB+ Developer

Location: London, UK

SUMMARY

• Our client, a major global Investment Bank is looking for a Senior KDB developer to join the FI Algo trading IT team in London.
• Mission of the eFI Algorithm Trading team in the front office environment is to help develop and analyse the Pricing, Trading, Hedging and Risk Management algorithms for Fixed Income products.
• This role is within a small KDB+ development team focused on pricing and risk management for the FI Algo Trading desks.
• The team has short feedback cycles, frequent deliveries of hours to days, direct contact to stakeholders and the trading desk.

Your core attributes will include:

• Clear communication & systematic reasoning.
• Deep experience with Q/KDB+ working in a similar environment, experience with TorQ framework for KDB+ advantageous.
• Have front office knowledge of the FI business or quantitative finance.
• UNIX/Linux OS knowledge.
• Knowledge about software delivery processes and methodologies and test strategies.
• Familiarity with qspec and qunit frameworks useful.
• Knowledge of Altair Panopticon would be a distinct advantage.

KEY RESPONSIBILITIES

• Liaise with traders to understand requirements and draw parallels with and leverage on solutions in other products lines within Algo Flow trading
• Help monitor the deployment of new and modified trading algorithms to ensure we are compliant with the firm’s obligations and that the release process is strictly adhered to
• Design, develop, test and deliver application change to meet the needs of the FI Algo trading desks; this will include both API and schema design, and a significant amount of work on real-time KDB+ processes
• Design dashboard in Altair Panopticon to monitor the trading algorithms
• Perform ad-hoc statistical analysis of algorithm performance, behavior, market data, client behavior
• KDB maintenance and evolution
• Compliance monitoring tool development
• Provide technical assistance and 3rd line support to internal Production Support teams
• Participation on software releases which may be performed out of hours/weekends.

These responsibilities are not intended to be prescriptive; it is anticipated that staff will be encouraged to undertake activities outside their specific responsibilities.

Key Internal contacts

• Head of FI Algo IT
• Head of London Bonds IT
• FI Algo traders
• IT Development and Support teams within the FI domains.

PROFILE REQUIREMENTS

• Experience in KDB Developments
• Low Latency
• LINUX
• Performance monitoring
• Test Strategies
• Broader knowledge of evolutions in the Data management software field
• Familiarity with Gitlab, including Gitlab CI/CD, JFrog Artifactory, and Rundeck Masterdeploy a bonus
• FI financial knowledge
• Agile methodologies

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

• Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
• IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.