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.
Youll 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:
1. Experience developing highly reliable data ingestion processes to consume large volumes of data emitted by trading and...