Tier-1 Systematic Hedge Fund.
This one is rare and it requires genuine quant finance pedigree.
A tier-1 systematic hedge fund needs a Senior KDB+/q Engineer to lead a full migration of their tick data platform from KDB+ 3.x to Kx 4.1 across Equities, FX and rates.
You'll own the migration architecture, manage the transition without disrupting live research and trading workflows and hand off with full documentation to the permanent team.
This role is specifically for engineers who have built and operated KDB+/q infrastructure inside financial services - hedge funds, prop desks, asset managers or tier-1 investment banks in support of live quant or systematic trading.
If your KDB+/q experience is outside financial services, this role is unlikely to be the right fit.
What they need:
→ 5+ years production KDB+/q at a hedge fund, prop desk, asset manager, or tier-1 IB
→ Experience supporting live quant or systematic trading workflows-research, signal generation, or execution
→ Deep q language proficiency -tick plant architecture, IPC, complex queries, memory management
→ Proven KDB+ version migrations in live trading environments
→ Python–KDB integration (PyKX or qPython) beneficial
6 months, strong likelihood of extension.
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