4 of 4 Permanent Tick Data Jobs in the UK excluding London

Bank is currently seeking a kdb+ Developer across the Front Office to play a key role in a number of kdb+ tick data related trading projects. This role is situated across the front office trading desks alongside traders, quants and senior stakeholders, and is part of the … kdb+ Engineering Team that is responsible for providing end-to-end development, data engineering and support for all kdb+ plants across the division. The successful consultant will take on a fast-paced, exciting role, and will contribute significantly to the success of the department. You will not only support … an elite team of traders and engineers, but also contribute to the future of this investment bank's Derivatives tick data driven trading strategies. Experience required: kdb+/Q programming skills Experience supporting front office trading desks, ideally across Derivatives/Equities/FX/Fixed Income More ❯

A leading hedge fund wish to recruit a data analyst who will be responsible for back office pricing as well as time series data for trading/modelling/analysis whilst working closely with other departments within Management & Control to ensure the accuracy and best practices in security … valuation, compliance and risk management. Main Responsibilities Contribute to the evaluation and enhancement of processes and technologies to improve data accuracy, timeliness, and efficiency. Engage regularly with users of financial data to identify, access, and query series of interest within internal databases, including a third-party tick database. These users include, but are not limited to, Trading, Global Research, Middle Office, Risk and Compliance. For new projects or data-related production changes determine detailed specifications and resource requirements and coordinate prioritization and approval with other groups. Test content for proper QA and review/ More ❯

could influence various aspects of electronic and algorithmic trading, including exchange price feeds, core trading systems, back-testing engines, management of tick data, and exchange simulators. You will work with quantitative research to design and construct advanced systems that keep the business at the leading edge of … you should have experience in the following areas: - Strong knowledge of object-oriented programming, particularly C++ (14/17). - Familiarity with common algorithms, data structures, their performance, and the capability to independently design complex systems is essential. - Experience in another buy-side firm or a role aligned with … a front office trading desk. - Understanding of market data feed handlers and execution gateways is a plus. - Experience with Python, C#, and modern web frameworks is useful but not required. Candidates with lengthy non-competes are also encouraged to apply. Reach me directly: Perry Robinson probinson@mcgregor-boyall.com https More ❯

sought to join a small but exceptional Systematic Investment firm (Mid-Frequency Quant Hedge Fund), as they transform the way the use they use Data across the business. My client is a hugely respected Systematic Hedge Fund with around $10BN in Assets under Management and with a track-record … KDB+/Q for only around two years, with the platform driving wide-spread transformation across the firm’s way-of-working, across both Data Capture and Tick-Data. A new opportunity has recently arisen for a senior and experienced KDB+ specialist to join in an Individual … Contributor capacity as part of the Data function, tasked with identifying, owning, leading and delivering Greenfield KDB+ projects, while collaborating extensively with colleagues firmwide, across Quant Research, Portfolio Management, Quant Development and Software Engineering teams, as well as of course with their peers in the Data space. This More ❯