Senior KDB+ Developer - Quant Hedge Fund

Winston Fox; Greater London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a skilled KDB+ Developer to enhance their data engineering team. This role involves working with a variety of datasets and technologies, including Python and SQL, to build robust data pipelines and systems. You'll be part of a dynamic team responsible for the entire data lifecycle, from ingestion to distribution, while collaborating closely with both technical and non-technical colleagues. The firm is known for its supportive culture and offers a hybrid working model, ensuring a balanced work-life experience. If you're passionate about data integrity and scalable solutions, this opportunity is perfect for you.

Qualifications

• 5+ years of experience as a KDB developer with strong Python and SQL skills.
• Familiarity with relational and time-series databases and data pipeline implementation.

Responsibilities

• Join a team to manage ingestion, storage, and transformation of diverse datasets.
• Own end-to-end delivery from design to operational support in production.

Skills

KDB+

Python

SQL

Data Pipeline Implementation

Code Quality

Communication Skills

Education

Bachelor's Degree in Computer Science or related field

Tools

Git

Docker

Jenkins

TeamCity

Job description

Senior KDB+ Developer - Quant Hedge Fund

KDB+ Data Engineer with around 5+ years of post-graduate experience sought to join a market-leading Quantitative Hedge Fund.

You will join a 5-strong Data Engineering team covering the ingestion, storage, transformation and distribution of tick, timeseries, reference and alternative datasets. The technology stack is varied including legacy and modern systems, across on-premises and cloud infrastructure with technologies such as Python, KDB+, Snowflake, SQL and interfacing with Market Data vendors like Bloomberg, Refinitiv, Factset, and MorningStar.

This is an exciting time to join the team as they consolidate their technology estate, revamp how they process and filter data, and overhaul the way data is accessed by their consumers, while continuing to onboard new datasets that enhance their strategies. They are a lean team owning end-to-end delivery from initial design through to operational support in production.

The firm operates on a hybrid working schedule, with a minimum of three days per week in the office, and is renowned for their friendly, supportive, and collegiate culture, with a low staff turnover.

Requirements

• 5+ years working as a KDB developer with proficiency in Python and SQL and familiarity with relational and time-series databases.
• Experience implementing data pipelines, ideally from major financial market data vendors.
• SDLC and DevOps: Git, Docker, Jenkins/TeamCity, monitoring, testing, agile practices.
• Passionate about code quality, data integrity, and building scalable and robust systems.
• Ability to communicate clearly with technical and non-technical colleagues.

This is an excellent opportunity for a KDB+ Developer / Data Engineer with around 5+ years of post-graduate experience sought to join a market-leading Quantitative Hedge Fund.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Industries: Investment Management, Data Infrastructure and Analytics, Investment Banking