KDB Engineer - Equities Research Technology

Millennium; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Millennium is seeking an experienced developer for their EQ Real-Time PL & Risk team in New York. The role focuses on KDB+ q application development, enhancing real-time analytics solutions crucial for trading activities.

Ideal candidates will have 4+ years of experience and must demonstrate a strong understanding of Linux and real-time databases. The position offers a competitive salary and comprehensive benefits package.

Qualifications

• 4+ years of experience in KDB+ q application development on Linux.
• Experience in writing and maintaining Feed handlers and databases.
• Good understanding of equities and financial markets.

Responsibilities

• Assist in design and implementation of high-performance analytics solutions.
• Collaborate to build a market-leading PL and Risk platform.
• Work with various technologies to enhance intraday analytics platforms.

Skills

KDB+ q application development

Linux operating system

Writing clean testable code

Computer Networking

Datadog

ELK stack

Team collaboration

Tools

C/C++

Python

IPC

WS

HTTP

Job description

EQ Real-Time PL & Risk is a front office team responsible for the design, development and support of various technology platforms used firmwide that enable our businesses to view, evaluate, hedge and trade the live position, PL and risk. We build and own the platforms that provide the entire firm with live risk and PL.

Responsibilities Include

• Work with the R & D and application development teams to assist in design, prototype and implementation of next generation high-performance real time analytics solutions in the industry to scale with the business
• Collaborate with the team to build out a market leading portfolio PL and Risk platform for latency critical processes with high visibility among trading teams as well as management teams.
• Work with different technologies to provide the state‑of‑the‑arts intraday analytics platforms used in various risk and portfolio management systems across the entire firm
• Impact application development and architecture of highly scalable real time platforms

Qualifications, Skills And Requirements

• 4+ years of experience in KDB+ q application development on Linux along with good understanding of the Linux operating system.
• Experience in writing and maintaining Feed handlers, real-time and historical databases with exploring optimization opportunities in the way we store/query/process data
• Experience in working with multiple q processes interacting with each other in tandem and with routines written in C/C++/Python via IPC/WS/HTTP.
• Experience in writing clean testable code
• Basic understanding of Computer Networking
• Experience working with various monitoring tools like Datadog, ELK stack etc.
• Basic understanding of equities, linear products, financial markets and a desire to work directly with investment professionals
• Good team player with a strong willingness to participate and help others
• Drive to learn and experiment

Nice-to-have

• Cross-asset risk analytics experience, including but not limited to options, futures, FX, rates, volatility
• Experience building large-scale real-time portfolio risk and pl enginesExperience re-building platforms to scale horizontally with the business
• Experience with KDB+ q or interfacing C/C++ with KDB

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.