Rate: up to £1000 a day inside IR35

Location: 3 days at London Office

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