Title: Senior KDB Developer in FX eRisk AnalyticsSalary: 90-120K per monthDuration: 12 months Looking for a KDB/Q specialist, who has predominantly worked using KDB/Q as his main language in delivering software. The focus should be on software built using this technology and preferably entailing high volume of data and analytics. Years of experience are not very relevant.
This role is to join the Global FX eRisk Analytics team. The team is part of the wider eRisk business within Fixed Income, Currency and Commodities, and is responsible for capturing pricing & trading data using KDB+/q. We work closely with the eRisk Macro Quant team to provide insights, facilitate quant research, back-testing and build a range of analytics. We run hundreds of services concurrently in production, capturing and processing billions of records per day, and the team performs multiple software releases per day.
This role is for a person based in HK, working closely with the head of Quant Trading and the Technical Dev lead.
Principal responsibilities
- Develop key parts of the Global FX MI and Analytics platform
- Work closely with quants and electronic tech team in understanding the business logic and implementing fit-for-purpose solutions
- Contribute to designing and architecting tick, data access, feeds and scalable analytic solutions
- Implement API-based functionality
- Contribute to and expand common components, tools and APIs
- Focus on automation around metrics, builds and testing
Skills Required:
- Strong analytical and problem-solving skills with demonstrable knowledge of market data, trade data and basic statistical concepts
- Ability to query, analyse and combine vast amounts of data
- Team player with excellent communication skills
- In depth-Understanding of q language structures and writing performant code
- Familiar with KDB tick architecture
- Ability to adjust to a dynamic environment
- Appreciates differences in style or perspective and uses differences to add value to decisions
- Test-Driven / Behaviour-Driven Development with emphasis on specification-based testing
