Senior Data Engineer – (Tick data, Time-Series; kdb+ / Q )
3-6 months initially.
London 3 days onsite
Are you a Data Engineer with a background in systematic trading who has worked with granular tick market data? Have you built pipelines to allow tick data to be ingested into a time series tech stack utilising kdb+ and Q? If so keep reading!
Certain Advantage are recruiting on behalf of our London based trading client for a Data Engineer to focus on building a scalable data platform for algorithmic trading.
You’ll Identify and implement solutions for Quants and Traders, providing data that will be used to improve strategies performance and produce clients TCA, pre- and post- trade analytics.
Your Project Work:
Identify and implement solutions to provide data that will be used to improve strategies performance and produce clients TCA, pre- and post- trade analytics.
Work with business Stakeholders to build new and maintain existing real-time and historical data services and statistical functions on top of the data.
Develop an in depth understanding of existing analytical libraries and help to broaden current offering.
Identify and implement solutions to optimize performance maintaining fast query execution.
Key Skills and Experience sought:
Experience developing highly reliable data ingestion processes to consume large volumes of data emitted by trading and market data systems.
Practical experience scaling and load-balancing infrastructure using market leading time-series database products (e.g. kdb, shakti)
Experience using of kdb and building indicators and backtesting frameworks using Q language.
Deep understanding of tick design and data organization, performance implications of different approaches when building time-series database infrastructure
Experience with Agile methodology and tools such as ADO, Github, Jenkins, Nexus and Jira
Does this sound like your next career move? Apply today!
Working with Certain Advantage
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