Senior KDB+/q Developer

United States Digital Space LLC; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

United States Digital Space LLC is seeking an experienced KDB+/q developer to design, build, and optimise enterprise-grade market data platforms in Singapore. You will implement Tick architectures for high-volume data processing and work with traders and quants to evolve latency-sensitive systems.

The role requires 8+ years in software development with KDB+/q, strong time-series knowledge, and proficiency in Java/C++/Python.

Qualifications

• Bachelor's degree in CS/Engineering/Math/Finance or equivalent.
• 8+ years of software development experience, with significant KDB+/q expertise.
• Strong background in capital markets, investment banking, or fintech.
• Experience supporting front-office trading environments is preferred.
• Familiarity with cloud technologies and distributed computing is an advantage.

Responsibilities

• Design, develop, and maintain enterprise-grade KDB+ platforms for real-time market data and trading apps.
• Implement, customise, and optimise KDB+ Tick architectures for high-volume data processing.
• Develop solutions using the q language for financial modelling and time-series processing.
• Analyse and optimise system latency across electronic trading platforms.
• Collaborate with researchers, traders, and tech teams to backtest and deploy models.
• Build data ingestion, storage, and retrieval solutions for large datasets.
• Perform performance tuning, troubleshooting, and production support.
• Participate in design reviews, testing, deployment, and documentation.

Skills

KDB+/q

Tick architectures

Time-series databases

Low-latency systems

Real-time market data

Linux/Unix scripting

Java/C++/Python

Performance tuning

Education

Bachelor's degree in Computer Science, Engineering, Mathematics, Finance

Tools

Linux

Git

Cloud platforms

C/C++

Python

Job description

Key Responsibilities

• Design, develop, and maintain enterprise grade KDB+ platforms supporting real‑time market data and trading applications.
• Implement, customise, and optimise KDB+ Tick architectures for high‑volume, low‑latency market data processing.
• Develop solutions using the q programming language for financial data modelling, analytics, and time‑series data processing.
• Analyse and optimise system performance to minimise latency across proprietary electronic trading platforms.
• Build scalable architectures capable of handling large volumes of real‑time market data across Equities, Foreign Exchange (FX), Futures, and other asset classes.
• Collaborate closely with quantitative researchers, algorithmic traders, and technology teams to develop, backtest, and deploy quantitative trading models.
• Develop data ingestion, storage, and retrieval solutions for high‑frequency financial datasets.
• Perform performance tuning, troubleshooting, and optimisation of existing KDB+ applications.
• Participate in system design discussions, code reviews, testing, deployment, and production support.
• Produce technical documentation and contribute to knowledge sharing within the development team.

Required Technical Skills

• Strong hands‑on experience developing applications using KDB+ and the q programming language .
• Proven experience implementing and customising KDB+ Tick architectures.
• Strong understanding of time‑series databases and high‑performance data processing.
• Experience designing low‑latency, high‑throughput distributed systems.
• Knowledge of real‑time market data feeds and electronic trading platforms.
• Experience with Linux/Unix environments and shell scripting.
• Strong programming skills in one or more languages such as Java, C++, or Python alongside KDB+/q.
• Experience with performance tuning, profiling, and latency optimisation.

Domain Knowledge

The ideal candidate should have experience within capital markets or investment banking, including knowledge of:

• Electronic Trading (eTrading)
• Market Data Platforms
• Algorithmic Trading
• Quantitative Research
• Order Management Systems (OMS)
• Execution Management Systems (EMS)
• Equities, Foreign Exchange (FX), Futures, and other financial instruments
• Time‑series financial data and market microstructure

Preferred Qualifications

• Bachelor's degree in Computer Science, Engineering, Mathematics, Finance, or a related discipline.
• 8+ years of software development experience, including significant hands‑on experience with KDB+/q.
• Experience working in investment banking, capital markets, hedge funds, proprietary trading firms, or financial technology organisations.
• Experience supporting front‑office trading environments.
• Familiarity with cloud technologies and distributed computing is an advantage.

What We're Looking For

• Strong analytical and problem‑solving skills.
• Ability to work effectively in fast‑paced, low‑latency trading environments.
• Excellent communication skills with the ability to collaborate directly with traders, quantitative analysts, and business stakeholders.
• Experience delivering robust, scalable, and production‑ready solutions.
• Ability to work independently while contributing to cross‑functional project teams.