Quantitative Developer

Direct message the job poster from Radley James

Connecting Exceptional Talent with Leading Firms in Technology and Quantitative Trading | Specialist in Building High-Impact Teams for Global Growth

A leading global systematic trading firm is looking for a highly skilled KDB+ Quant Developer to join its quantitative technology team. This role offers the opportunity to work in a collaborative, research-driven environment, supporting trading and research teams across London, New York, Paris, and Singapore.

Key Responsibilities:

• Develop and enhance high-performance KDB+/q infrastructure for real-time and historical market data analysis.
• Work closely with quants, traders, and researchers to optimize data access, analytics, and signal generation.
• Design and implement low-latency solutions to support systematic trading strategies.
• Maintain and improve large-scale tick data storage and retrieval systems.
• Ensure scalability and robustness of KDB+ systems across multiple asset classes.

Key Requirements:

• Strong expertise in KDB+/q with experience in building and optimizing large-scale databases.
• Familiarity with market data structures, time-series analysis, and tick data processing.
• Experience working in a quantitative trading, systematic investment, or hedge fund environment.
• Knowledge of Python or other scripting languages for integration and automation.
• Strong understanding of data structures, algorithms, and performance optimization.
• Excellent problem-solving skills and ability to work in a fast-paced environment.

This is a fantastic opportunity to work with a global team of top-tier technologists and quants, leveraging cutting-edge technology to drive systematic trading strategies.

If you're interested, please apply to learn more!

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Engineering and Finance

Industries

Financial Services and Capital Markets