Senior KDB+/q Developer

Randstad Technologies Recruitment; City Of London; On-site; GBP 100,000 - 140,000; Full time

Job summary

Randstad Technologies Recruitment is seeking a Senior KDB+/q Developer in London on a hybrid basis (3 days on-site). The role focuses on building, optimizing, and maintaining real-time time-series platforms for tick, market, and algorithmic data across global markets.

You will work within a global financial institution's trading technology division, delivering low-latency data architecture and rapid troubleshooting for live feeds. Experience with KDB+/q, tickerplants, and HDBs is essential.

Qualifications

• Expertise in KDB+/q architecture including Tickerplant, RDB and HDB setups.
• Experience capturing tick data, market data streams, and algorithmic data.
• Strong Unix/Linux low-latency engineering and query optimization.
• Capable of providing L3 support for live trading feeds.
• Prior exposure to global Equities and Futures preferred.

Responsibilities

• Develop, optimize and maintain real-time time-series data platforms.
• Ensure low-latency data capture and processing across global markets.
• Provide L3 technical coverage for live trading feeds and rapid troubleshooting.
• Collaborate with global Equities and Futures teams to improve data pipelines.

Skills

KDB+/q

Market data

Low-latency

L3 support

Unix/Linux

Tools

Tickerplant

RDB

HDB

Job description

Senior KDB+/q Developer London (Hybrid, 3 days on-site)
Contract: 3 Months (Inside IR 35)

We are seeking an experienced KDB+/q Developer to join a global financial institution's London trading technology division. You will play a crucial role in building, optimizing, and maintaining high-performance, real-time time-series streaming data platforms capturing tick data, market data, and algorithmic execution feeds across global markets.

Core Requirements & Responsibilities:

• KDB+/q Expertise: Deep technical knowledge of KDB+/q architecture, including Tickerplant, RDB, and HDB setups.
• Market Data: Proven experience capturing tick data, market data streams, and algorithmic order/execution data.
• Low-Latency Engineering: Strong background in scaling time-series databases and optimizing queries in Unix/Linux environments.
• L3 Support: Capable of providing technical coverage and rapid troubleshooting for critical live trading feeds.
• Domain Knowledge: Prior exposure to global Equities and Futures is highly preferred.