Rate: up to £900 a day inside IR35
We are working with a leading global financial institution on a senior hire within their Real Time market data engineering team. This role is focused on building and operating low-latency, high-performance KDB+ platforms that support mission-critical trading, analytics and monitoring use cases.
What You'll Be Doing
Design, develop and maintain large-scale KDB+/q systems for Real Time and historical market data
Build and operate tickerplants (TP), Real Time processes (RTP), and HDBs, including recovery and log replay
Implement performant time-series data models, schemas, and APIs
Optimize q code for latency, throughput, and memory efficiency
Develop Real Time and batch pipelines for tick data ingestion, normalization, and enrichment
Work closely with quants and stakeholders to productionise analytics and trading signals
Support and troubleshoot production KDB systems on Linux, including participation in on-call rotations
What We're Looking For
Extensive hands-on experience with KDB+/q in a production environment
Proven experience designing or operating Real Time tick data systems
Strong knowledge of:
Tickerplant architectures and recovery models
Time-series joins (eg as-of joins)
Attributes, iterators/adverbs, and performance internals
Experience building low-latency systems where performance matters
Strong Linux/Unix skills, including debugging running processes
About Korn Ferry
Korn Ferry unleashes potential in people, teams, and organizations. We work with our clients to design optimal organization structures, roles, and responsibilities. We help them hire the right people and advise them on how to reward and motivate their workforce while developing professionals as they navigate and advance their careers. To learn more, please visit Korn Ferry at www.Kornferry.com
