Role: KDB+ and q Engineer
Location: Dallas, TX(Preferred), New York/New Jersey, Salt Lake City- UT
Job Description:
Focuses on building and optimizing time-series data pipelines for Global Markets. Specializes in KDB+ and q language to support high-frequency trading, tick data storage, backtesting, and risk analytics. Ensures low-latency, scalable ingestion and querying of billions of time-series records per day.
Key Responsibilities:
· Design tick data schemas with partitioning and compression strategies.
· Develop and optimize q queries for traders, quants, and risk teams.
· Support tick replay systems for backtesting and regulatory compliance.
Required Skills:
· Strong expertise in KDB+ and q language.
· Understanding of high-frequency trading systems and time-series analytics.
· Skills in schema design, partitioning, compression, and performance tuning.