A leading systematic hedge fund is seeking a permanent KDB+/q Engineer to own and evolve the tick-data platform that underpins the firm's research and live trading. This is a core infrastructure role for a q specialist who wants their work to sit at the centre of the alpha process, not on the periphery.
The Opportunity:
The firm's research velocity is bounded by how quickly clean, well-modelled market data can be queried at scale. You will own the Kx environment end to end — ingestion, storage, and the query layer that hundreds of research jobs depend on daily.
Key Responsibilities:
- Design, build and maintain the firm's KDB+/q tick-data capture and historical database
- Optimise q queries and schema design for large-scale research and backtesting workloads
- Build and maintain real-time and end-of-day data pipelines across equities, futures and FX
- Lead platform migrations and upgrades within modern Kx (4.x) environments
- Develop tooling and APIs that let researchers access data quickly and reliably
- Partner with quant researchers and developers to translate data requirements into robust infrastructure
- Monitor data quality, latency and storage efficiency across the stack
Required Experience & Qualifications:
- 3–8 years of production KDB+/q development, ideally within a hedge fund, prop desk or asset manager.
- Expert q programming and deep understanding of KDB+ architecture and tick data modelling
- Experience with large-scale time-series data, capture systems and historical databases
- Strong Linux, scripting and data-engineering fundamentals
- Familiarity with equities, futures or FX market data structures
- Python for tooling and integration a strong advantage
What We Offer:
- Highly competitive compensation for a specialist skill set in chronically short supply
- Ownership of a business-critical platform with direct impact on research and P&L
- Modern Kx 4.x environment and serious data infrastructure