Systematic Hedge Fund. 6 months, strong likelihood of extension.
A systematic hedge fund is seeking a KDB+/q Developer to support their tick data analytics function and provide ongoing research platform support. This is a production KDB+/q engagement for a developer who knows the environment — the data structures, the research workflows, the pace.
This role is specifically for KDB+/q developers who have worked in a production financial services environment — at a hedge fund, prop desk, asset manager, or tier-1 investment bank — directly supporting live quant or systematic trading workflows. If your KDB+/q experience is from outside financial services, this role is unlikely to be the right fit.
What they need:
→ 3+ years production KDB+/q at a hedge fund, prop desk, asset manager, or tier-1 IB, supporting live quant or systematic trading
→ Solid q language proficiency — tick queries, data manipulation, complex analytics
→ Familiarity with tick data structures: trades, quotes, order book snapshots in a live trading context
→ Python–KDB integration experience (PyKX or qPython) beneficial
→ Comfortable working in a fast-paced, production-critical financial environment
Duration: 6 months, strong likelihood of extension.
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