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Senior KDB+ Developer - Quant Hedge Fund

JR United Kingdom

London

Hybrid

GBP 60,000 - 100,000

Full time

7 days ago
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Job summary

An established industry player is seeking a skilled KDB+ Developer to enhance their data engineering capabilities. This role offers the chance to work within a dynamic team responsible for managing diverse datasets and implementing robust data pipelines. You will be at the forefront of technology consolidation and innovation, ensuring high-quality data access and integrity. The firm promotes a collaborative culture, fostering professional growth while maintaining a supportive environment. If you are passionate about building scalable systems and thrive in a hybrid work setting, this opportunity is perfect for you.

Qualifications

  • 5+ years as a KDB developer with proficiency in Python and SQL.
  • Experience with data pipelines and financial market data vendors.

Responsibilities

  • Join a Data Engineering team for data ingestion, storage, and transformation.
  • Consolidate technology estate and enhance data processing methods.

Skills

KDB+ Development
Python
SQL
Data Pipeline Implementation
Communication Skills

Education

5+ years of post-graduate experience

Tools

Git
Docker
Jenkins
Snowflake

Job description

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Senior KDB+ Developer - Quant Hedge Fund, London
Client:

Winston Fox

Location:

London, United Kingdom

Job Category:

Other

EU Work Permit Required:

Yes

Job Views:

7

Posted:

18.04.2025

Expiry Date:

02.06.2025

Job Description:

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, time-series, reference, and alternative datasets. The technology stack is similarly varied, including a range of legacy and modern systems across on-premises and cloud infrastructure, with technologies and tooling such as Python, KDB+, Snowflake, SQL, and interfacing with Market Data vendors such as Bloomberg, Refinitiv, Factset, and MorningStar.

This is an exciting time for you 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 works 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 an enviably 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.

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