Senior KDB+ Specialist – Fixed Income Algo Trading & Analytics

MARGO; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

MARGO in London is seeking a Senior KDB+ / q Specialist to join our front-office IT environment supporting real-time pricing, risk analytics, and trading performance for FI products.

You will design and optimize time-series data, develop APIs, and collaborate directly with traders to tailor monitoring views using Panopticon-like dashboards.

The role offers short feedback cycles and a mix of development and 3rd line support within a human-sized consultancy focused on long-term career growth.

Qualifications

• Hands-on q/KDB+ experience in front-office time-series.
• Solid Fixed Income knowledge and quantitative finance background.
• Strong Linux/UNIX skills with performance monitoring mindset.
• Proven trader-facing or front-office communication and reasoning.
• Degree in CS, Math, Physics, or Engineering.

Responsibilities

• Design, develop, test, and deliver real-time KDB+ processes and APIs.
• Collaborate with traders to gather requirements and build dashboards.
• Maintain time-series data models and optimize q code performance.
• Provide 3rd line support and participate in releases and compliance.

Skills

q/KDB+ expertise

Fixed Income knowledge

Linux/Unix proficiency

Front-office / trader-facing

Time-series systems

Education

Bachelors in Computer Science / Mathematics / Physics / Engineering

Tools

TorQ framework

qspec

qunit

GitLab CI/CD

Rundeck

Altair Panopticon

Job description

Join MARGO in the UK (London) - Perm & Contracting Opportunities

MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in data-intensive trading and risk environments where real-time analytics, large data volumes, and high-performance engineering are critical. Joining MARGO means working on highly specialized data platforms while benefiting from a human-sized structure, close follow-up, and tailored career paths.

Business Context

You will work directly within the Front Office Fixed Income Algo Trading IT environment. This role sits in a fast-paced setting focused on real-time pricing, risk management, and trading algorithm performance for FI products.

The platform supports:

• Real-time and intraday market data streaming and time-series capture.
• Fixed Income pricing, hedging, and risk analytics.
• Ad-hoc statistical analysis of algorithm behavior, client behavior, and market impact.
• Real-time trade and algorithm monitoring dashboards (e.g., Panopticon).

Role Overview

We are looking for a Senior KDB+ / q Specialist to work on real-time data and algo trading platforms. While centered on robust kdb+ development, the position features short feedback cycles and direct interaction with traders and production teams.

We welcome candidates with strong kdb+ / q experience who thrive across:

• Core kdb+ / q development & time-series architecture.
• 3rd line platform support & performance optimization.
• Technical business analysis & trader-facing requirement gathering.

Key Responsibilities

• Development & Analytics: Design, develop, test, and deliver change on real-time KDB+ processes, including API and schema design for FI Algo desks.
• Business Interaction: Liaise directly with traders to gather requirements, analyze algo performance, and build custom monitoring views (such as Altair Panopticon dashboards).
• Platform & Data Ownership: Maintain and evolve time-series data models, optimize q code performance, and build compliance/monitoring tools.
• Support & Delivery: Provide 3rd line technical support to production teams, participate in release processes (including occasional out-of-hours releases), and ensure software delivery compliance.

Technical Environment

• Core: kdb+ / q, TorQ framework, Linux/UNIX environments.
• Testing & CI/CD: qspec, qunit, Gitlab CI/CD, JFrog Artifactory, Rundeck.
• Visualization & Tools: Altair Panopticon (or similar monitoring tools).

Required Experience & Skills

Essential

• Deep, hands-on experience with q/KDB+ in a front-office time-series environment.
• Solid knowledge of Fixed Income (FI) products or quantitative finance.
• Strong Linux/UNIX OS knowledge and performance monitoring mindset.
• Proven track record in a trader-facing or front-office role with clear communication and systematic reasoning.
• Degree in Computer Science, Mathematics, Physics, or Engineering.

Valued

• Experience with the TorQ framework, qspec, or qunit.
• Exposure to Altair Panopticon dashboards.
• Familiarity with modern software delivery, CI/CD pipelines, and Agile methodologies.

Why Join MARGO

• Direct impact on front-office algorithmic trading and risk architectures.
• Flexible exposure across development, 3rd line support, and quantitative business analysis.
• Agile team culture with short feedback loops and rapid delivery cycles (hours to days).
• Human-sized consultancy with close support and long-term career focus.