kdb+/q Developer
The Salem Group
New York, NY, United States
about 1 month ago
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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
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