kdb+/q Developer — Trading Data Infrastructure

Location: Hybrid in Midtown Manhattan for those already local but will consider fully remote within the US for those willing to work east coast hours.

Immigration Status: This opportunity requires candidates to be either U.S. citizens or active green card holders - our client is unable to consider other work authorization types.

Client Overview:

This is an early-stage buildout. The kdb+ platform is about a year old, and you will take ownership of it while it is still being shaped — most of the design decisions are yours to make rather than inherited. You will build and run the real-time and historical market data infrastructure for the fixed income ETF desk and multiple other trading groups. A near-term priority is migrating the existing OneTick estate onto the kdb+ tick architecture.

It is a full-stack kdb+ role: you own every component of the stack — tickerplant, RDB, HDB, gateways, feedhandlers, pricing pipeline and the deployment tooling around it — which is a rare learning opportunity compared with seats where you only ever see one layer.

You work hand-in-hand with the quant trader’s day to day: you understand what they need to price and trade and build and run the systems that deliver it. You get direct exposure to the data, pricing models and algorithms that quant traders use to trade — not just the plumbing underneath them.

The role is initially a contract engagement, with a clear path to a permanent position for the right person — we are building a long-term team, and this is the founding seat.

What you will do:

• Architect, extend and harden the kdb+ tick stack: tickerplant, RDB, HDB, gateways and feedhandlers
• Lead the migration from OneTick to kdb+ — data model, historical backfill, feed cutover, user migration and decommissioning
• Maintain and occasionally extend feedhandlers for market data vendors (e.g. Bloomberg B-PIPE, MarketAxess CP+, IHS Markit, LSEG) and internal fair-value feeds — a smaller part of the role, but it’s yours
• Own the fair value / pricing data pipeline and the analytics that sit on top of it
• Design and operate a multi-terabyte HDB at ~100 GB/day: partitioning, sym management, compression, load balancing and query performance
• Work directly with traders and quants across the ETF desk and other groups on requirements, prototyping and production analytics; turn desk questions into robust, reusable q
• Own the release and deployment process for the platform
• Provide production support for the data platform, including incident response and root-cause analysis
• Set the standards for code quality, testing and documentation across the q codebase

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What you will bring:

Required

• 5+ years of production kdb+/q experience in sell-side or buy-side trading infrastructure
• Deep understanding of and fluency in kdb+/q — the language, the memory model, IPC, and how to make it fast at scale
• Grounded in software development principles: testing, modular design, code review and documentation
• Deep understanding of tick architecture: tickerplant/RDB/HDB topology, feedhandlers, gateways, entitlements and log replay
• Strong focus on writing clean, well-structured, maintainable q — not just code that works
• Strong Git skills and solid SDLC discipline
• Able to deliver quality code in a fast-paced trading environment — ships quickly without cutting corners
• Strong Linux and Bash; comfortable running production processes, scripting operational tooling and debugging at the OS level
• Experience working directly with front-office users; able to communicate clearly with traders under time pressure
• Ownership mindset — comfortable being the person accountable for the platform end to end, and comfortable with the ambiguity of a platform still taking shape

Preferred

• Exposure to cloud deployment of kdb+ (AWS)