Software Developers (KDB+/Q)

Mpa Recruitment; Ontario; Hybrid; CAD 80,000 - 120,000; Full time

Job summary

A global investment management firm is looking for Software Developers with experience in kdb+/Q to join their Data Services team. Candidates should have a Bachelor's degree in a STEM subject and 2-5 years of relevant experience. The role involves designing and optimizing data pipelines while collaborating closely with both technical teams and investment researchers.

Benefits

Relocation assistance

Competitive salary

Bonus and benefits

Qualifications

• 2-5 years development experience with kdb+/q.
• Experience designing, testing, optimizing and troubleshooting data intensive applications is a plus.

Responsibilities

• Acquire a deep understanding of the data requirements of investment research teams.
• Design, implement, test, optimize and troubleshoot kdb+/q data pipelines.
• Collaborate with technologists and investment researchers.

Skills

kdb+/Q

Excellent communication skills

Education

Bachelor's degree in a STEM subject

Tools

SQL

JavaScript

TypeScript

React

C++

Rust

Job description

Software Developers (KDB+/Q)

Global hedge fund

Location: New York (hybrid).

Relocation assistance available

Competitive salary + bonus + benefits

MPA has been retained by a global investment management firm to recruiting Software Developers with KDB+/Q experience to join their Data Services team. This technology driven firm develops quantitative investment strategies to achieve high quality returns across global financial markets.

The Data Development group manages the lifecycle of data used by investment for trading, back testing and research. They work with quants and tech teams to integrate, process and serve data from vendors and public sources in the firm’s data infrastructure (alpha data and cross-asset referential data).

You will be part of a learning culture, where teamwork and collaboration are encouraged, excellence is rewarded, and diversity of thought and creative solutions are valued.

Reference Data Services teams work closely with portfolio managers to design, implement, test and maintain service-oriented database architecture for research and production. They work primarily in kdb+ and own their core model of reality, normalize many datasets to that model, and expose that model through robust, redundant, scalable infrastructure with an uptime greater than 99.999% during trading hours. There is a strong operational component to the role, as they act as level 2+ support for these services during live trading.

Position Overview

• Acquire a deep understanding of the data requirements of investment research teams to deliver the right solutions.
• Design, implement, test, optimize and troubleshoot kdb+/q data pipelines, frameworks and services.
• Work closely with data operations and data platform developers to improve our data platform and reduce our technical debt.
• Collaborate with and influence technologists and investment researchers to ensure our reference data services meet constantly evolving requirements.
• Write and review technical documents, such as requirements docs for researchers, design docs to propose new platform solutions and production support runbooks.

Required Qualifications

• Bachelor's degree in a STEM subject.
• 2-5 years development experience with kdb+/q.
• Excellent communication skills.

Nice to have

• 2+ years designing, testing, optimizing and troubleshooting data intensive applications.
• Experience analyzing and organizing financial data.
• Experience with any of these: SQL, JavaScript, TypeScript, React, C++, KDB+/Q, Rust.

To find out more about this position please send an up to date resume to [e-mail]