KDB Developer

New York, NY

Post Date: 06/20/2018 Job ID: 10905563 Industry: IT Perm
Description
The Trade Flow Analysis team is seeking a software developer with experience of working in q/KDB+ environments. The TFA team provides a range of pricing, analytics and content tools for traders, sales people and external clients. The candidate will work on a suite of front office trade monitoring applications that support the Client Electronic Trading business.

This specific position is with our trade monitoring and visualization project. This team builds applications that deal with 100s or millions of orders, 10s of billions of rows of market data per day in and visualize analytics on order execution in real-time. The tools allow the trading desks to monitor for execution quality, detect anomalies in trade flow, analyze algorithmic trading trajectories, interact with the algorithms to adjust the trajectories all in real time during the trading day. The application offers a challenging and interesting real-time data analytics platform that handles massive volumes of data being processed each day. There are initiatives to expand this tool further and scale the functionality to include all of the institutional flow by means of a distributed q/KDB+ ecosystem, reduce latency to sub second performance, build an intelligent anomaly detection model to detect and alert when a trade's trajectory is abnormal, ability to determine exposure amounts during trading plant or venue outage scenarios. To this end, we are looking for a developer who has experience in q/KDB+, has experience in working with large scale real-time datasets, time series databases, preferably has exposure to FIX protocol.

The selected candidate will have the opportunity to contribute to the overall design and architecture of the applications based on q/KDB+, Javasript and HTML5. He/she will be responsible for developing, enhancing, re-engineering and maintaining the application. The role requires someone who is self-motivated, quick-learning and comfortable working across numerous technologies and who can take ownership of critical deliverables and work throughout the full project lifecycle from requirements analysis, design, planning, implementation to successful timely delivery of the solution. A strong interest in learning about the business will contribute to the candidate's success in the team.

Qualifications
Required Skills
- Demonstrated experience working on q/KDB+
- Working knowledge of UNIX/LINUX.
- Demonstrates exceptional analytical and problem-solving skills.
- Strong communication, organizational, and collaboration skills.
- Ability to multi-task and work well under pressure.
- Experience working on large and medium scale projects in agile environment.

Desired Skills
- FIX Protocol
- HTML5/AngularJS
- Equities trading systems

Susan Abrams


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