KDB Lead

Bounteous; Gurgaon; On-site; INR 3,500,000 - 7,000,000; Full time

Job summary

Bounteous is seeking a kdb+ / q Lead Developer with 8+ years of experience to own and architect enterprise-scale time-series platforms in quantitative finance and capital markets. You will be the SME for kdb+ with a focus on low-latency data and real-time analytics.

You will design tickerplant architectures, streaming pipelines, and cloud deployments on AWS/Azure, while mentoring a team of developers and aligning with traders, quants, and risk managers on platform strategy.

Qualifications

• 8+ years of hands-on kdb+ / q development in capital markets or quantitative finance.
• Expert q language proficiency and performance optimisation.
• Deep kdb+ architecture expertise — tickerplant, RDB, HDB, IDB, gateway, CEP.
• Strong market data knowledge — Bloomberg, Refinitiv, ICE feed management.
• Proven kdb+ streaming experience with Kafka or Solace.
• Strong Python / PyKX for analytics and data science integration.
• Experience with kdb+ cloud deployment — AWS / Azure, Docker, Kubernetes.
• Demonstrated technical leadership and stakeholder engagement.

Responsibilities

• Own end-to-end kdb+ platform architecture — tickerplant, RDB, HDB, IDB, gateway, CEP.
• Design and develop complex q / kdb+ solutions — streaming pipelines, analytics engines.
• Build and optimise kdb+ streaming architectures with Kafka/Solace for real-time data.
• Implement PyKX integrations — enabling Python analytics on kdb+ data.
• Lead kdb+ schema design, partitioning, memory tuning and storage optim.
• Manage market data vendor integrations — Bloomberg, Refinitiv / LSEG, ICE.
• Lead kdb+ cloud deployment — AWS / Azure, Docker, Kubernetes.
• Mentor a team of kdb+ developers — reviews, guidance, standards.
• Engage senior stakeholders — Quants, Traders, Risk Managers, Tech leadership.
• Manage KX Systems vendor relationship and roadmap alignment.

Skills

kdb+ / q

Time-Series Data

Market Data

Tick Data

Python

FIX Protocol

Real-time Analytics

CEP

Quantitative Finance

Capital Markets

SQL

Linux

DevOps

Low-Latency

Tools

Kafka

Solace

Bloomberg B-PIPE

Refinitiv Elektron

PyKX

Docker

Kubernetes

AWS

Azure

Job description

8 years of experience
Skills: kdb+, q Language, Time-Series Data, Market Data, Tick Data Management, Python, FIX Protocol, Real-time Analytics, CEP, Quantitative Finance, Capital Markets, SQL, Linux, DevOps, Low-Latency Architecture

About the Role

We are looking for a kdb+ / q Lead Developer with 8+ years of experience to own, architect, and lead enterprise-scale kdb+ platforms across our quantitative finance and capital markets technology estate. You will be the organisation's foremost kdb+ SME — designing high-performance, low-latency time-series platforms supporting real-time market data, tick data management, trade analytics, and risk calculation.

Key Responsibilities

• Own end-to-end kdb+ platform architecture — tickerplant, RDB, HDB, IDB, gateway, and CEP design at enterprise scale.
• Design and develop complex q / kdb+ solutions — streaming pipelines, historical analytics engines, feed handlers, and gateway services.
• Build and optimise kdb+ streaming architectures — integrating Kafka, Solace, Bloomberg B-PIPE, and Refinitiv Elektron for real-time market data ingestion.
• Implement PyKX / embedPy integrations — enabling Python-based quant analytics and data science workflows on kdb+ data.
• Lead kdb+ schema design, partitioning, performance tuning, memory management, and storage optimisation.
• Manage market data vendor integrations — Bloomberg, Refinitiv / LSEG, ICE — including feed configuration and entitlements management.
• Lead kdb+ cloud deployment on AWS / Azure — containerisation (Docker / Kubernetes) and cloud-native kdb+ platform design.
• Mentor and lead a team of kdb+ / q developers — code reviews, architectural guidance, and standards enforcement.
• Engage senior stakeholders — Quant Analysts, Traders, Risk Managers, CDO — presenting platform strategy and roadmap.
• Manage KX Systems vendor relationship — support escalations, licence management, and product roadmap alignment.

What We're Looking For

• 8+ years of hands-on kdb+ / q development in capital markets or quantitative finance environments.
• Expert q language proficiency — functional programming, performance optimisation, and complex analytics in production.
• Deep kdb+ architecture expertise — tickerplant, RDB, HDB, IDB, gateway, and CEP at enterprise scale.
• Strong market data knowledge — Bloomberg, Refinitiv, ICE feed management across equities, FX, fixed income, and derivatives.
• Proven kdb+ streaming experience — Kafka or Solace integration for high-throughput real-time pipelines.
• Strong Python / PyKX skills for quantitative analytics and kdb+ data science integration.
• Experience with kdb+ cloud deployment — AWS / Azure, Docker, Kubernetes.
• Demonstrated technical leadership — leading kdb+ teams and setting architectural standards.
• Excellent communication skills — engaging traders, quant analysts, risk managers, and senior technology leadership.

Nice to Have

• KX Insights Enterprise / KX Platform experience.
• Low-latency networking — DPDK, RDMA, kernel bypass.
• Algorithmic trading infrastructure — OMS, EMS, FIX / ITCH protocol.
• kdb+ C API / FFI for native C / C++ integration.
• Experience in Investment Banking, Hedge Fund, Asset Management, or HFT environment.

I’ve worked at several sized consultancies in my career. To me, Bounteous feels like the perfect mix. It has the influence, reach and opportunity that I feel encompasses a large enterprise. Yet, it’s open, adaptive and individual-focused, that of which I often resonate with a smaller boutique.