kdb+/q Developer

The Salem Group
New York, NY, United States
about 1 month ago
Apply on www.indeed.com
Prepare application

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Experience level
Expert
Experience required
5 years minimum
Compensation
$228,800 - $233,875
Working hours
Regular working hours
Job source

Tech stack

Query Performance Amazon Web Services Code Review Modular Design Software Engineering Load Balancing Stream Processing

Job description

  • Architect, extend and harden the kdb+ tick stack: tickerplant, RDB, HDB, gateways and feedhandlers
  • Develop and optimize kdb+/q applications for real-time data processing, analysis, and storage.
  • 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

Requirements

  • 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
  • Deep understanding of TickerPlant and knowing exactly how they work down to each line of code
  • 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
  • Exposure to cloud deployment of kdb+ (AWS), * kdb+/q production: 5 years (Required)
  • deep understanding of tickerplants: 5 years (Required)
  • Tick Architecture: 5 years (Required)

Benefits & conditions

  • Monday - Friday
  • 8:00am - 5:00pm
  • 100% in office

How much will you earn as the Software Developer:

  • Hourly Rate $110.00/per hour - $112.44
  • Get paid weekly!
  • Direct deposit and pay card options available for all employees
  • Referral and performance bonuses are available!, The Salem Group is proud to offer world-class benefits including:
  • Affordable insurance plans
  • Paid Sick Leave
  • Holiday Pay
  • Referral Bonuses
  • Retention Bonuses
  • And more… click here to view our full benefit package: https://qrco.de/beW0PG

Positions are available immediately! Don’t wait to apply!

MSP

Pay: $110.00 - $112.44 per hour

Expected hours: 40.0 per week, * Health insurance

  • Paid time off
  • Referral program

Apply for this position

This job is hosted externally. Click below to view the full posting and apply.

Apply on www.indeed.com
Prepare application

Good distractions

Loading talks and stories from around this role…