This role is to join the Global FX eTrading MI and Analytics team. Our application is responsible for capturing, storing and analyzing data in excess of 3TB(5billion records) per day from a large number of FX electronic trading venues, as well as internal pricing and trading data. KDB is a critical part of the FX eRisk (electronic Risk) business and our team is the golden source of MI to quants, sales and trading. The platform also provides a range of analytics, facilitates quantitative research and backtesting, and serves a number of regulatory reports. We run hundreds of services concurrently in production and perform multiple releases per day.
The person will be based in the London HQ and is part of a global team with presence in HK and London. They will be working closely with the Quants in London and HK as well as interacting with the broader booking and execution development teams.
Principal responsibilities
- Develop key parts of the Global FX MI and Analytics platform
- Work closely with quants and electronic tech team in implementing fit-for-purpose solutions
- Contribute to designing and architecting tick, data access, feeds and scalable analytic solutions
- Implement API-based functionality
- Contribute to and expand common components, tools and APIs
- Focus on automation around metrics, builds and testing
Skills Required:
- Test-Driven / Behaviour-Driven Development with emphasis on specification-based testing
- Strong analytical and problem solving skills with demonstrable knowledge of market data, trade data and basic statistical concepts
- Ability to query, analyse and combine vast amounts of data
- Team player with excellent communication skills
- In depth-Understanding of q language structures and writing performant code
- Familiar with kdb tick architecture
- Ability to adjust to a dynamic environment
- Appreciates differences in style or perspective and uses differences to add value to decisions
- Exposure to all aspects of SDLC, including build automation, deployment and support
- Experience in a second programming language (whether oo or functional) greatly valued
