Quantitative Developer

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