KDB+ Developer, New York

Mpa Recruitment; New York (NY); Hybrid; USD 140,000 - 210,000; Full time

Benefits offered by this job

Relocation assistance

Hybrid work location

Job summary

MPA, on behalf of a global investment management firm, seeks Software Developers with KDB+/Q experience to join the Data Services team in New York on a hybrid schedule. You will design, implement and optimize kdb+/q data pipelines, collaborating with quants, data operations and platform developers to support trading and research.

The role involves writing runbooks and design docs, and shaping our reference data services for evolving needs.

Qualifications

• Bachelor's degree in a STEM subject.
• 2-5 years development experience with kdb+/q.
• Excellent communication skills.

Responsibilities

• Design, implement, test, optimize and troubleshoot kdb+/q data pipelines, frameworks and services.
• Acquire a deep understanding of the data requirements of investment research teams.
• Collaborate with data operations and data platform developers to improve our data platform and reduce technical debt.
• Write and review technical documents, such as requirements docs for researchers, design docs for new platform solutions and production runbooks.
• Work with technologists and investment researchers to meet evolving requirements.

Skills

KDB+/Q

Excellent communication

Education

Bachelor's degree in STEM

Tools

KDB+/Q

SQL

JavaScript

TypeScript

React

C++

Rust

Job description

Software Developers (KDB+/Q)

Global hedge fund

Location: New York (hybrid).

Relocation assistance available

Competitive salary + bonus + benefits

MPA has been retained by a global investment management firm to recruiting Software Developers with KDB+/Q experience to join their Data Services team. This technology driven firm develops quantitative investment strategies to achieve high quality returns across global financial markets.

The Data Development group manages the lifecycle of data used by investment for trading, back testing and research. They work with quants and tech teams to integrate, process and serve data from vendors and public sources in the firm’s data infrastructure (alpha data and cross-asset referential data).

You will be part of a learning culture, where teamwork and collaboration are encouraged, excellence is rewarded, and diversity of thought and creative solutions are valued.

Reference Data Services teams work closely with portfolio managers to design, implement, test and maintain service-oriented database architecture for research and production. They work primarily in kdb+ and own their core model of reality, normalize many datasets to that model, and expose that model through robust, redundant, scalable infrastructure with an uptime greater than 99.999% during trading hours. There is a strong operational component to the role, as they act as level 2+ support for these services during live trading.

Position Overview:

• Acquire a deep understanding of the data requirements of investment research teams to deliver the right solutions.
• Design, implement, test, optimize and troubleshoot kdb+/q data pipelines, frameworks and services.
• Work closely with data operations and data platform developers to improve our data platform and reduce our technical debt.
• Collaborate with and influence technologists and investment researchers to ensure our reference data services meet constantly evolving requirements.
• Write and review technical documents, such as requirements docs for researchers, design docs to propose new platform solutions and production support runbooks.

Required Qualifications:

• Bachelor's degree in a STEM subject.
• 2-5 years development experience with kdb+/q.
• Excellent communication skills.

Nice to have:

• 2+ years designing, testing, optimizing and troubleshooting data intensive applications.
• Experience analyzing and organizing financial data.
• Experience with any of these: SQL, JavaScript, TypeScript, React, C++, KDB+/Q, Rust.