We are looking for an experienced KDB+ Developer on a contract basis (INSIDE IR35) to design, build, and enhance real-time and historical time-series data solutions within a leading financial services environment. The role involves hands-on development in KDB+/q, performance optimisation, and low-latency analytics for trading, risk, and market-data platforms. You will collaborate closely with traders, quants, technology teams, and data engineering groups. Strong experience with high-volume, high-frequency financial data is essential. Prior work within investment banking, trading desks, or hedge funds is required.
Skills:-
- Design and develop KDB+/q applications and data models
- Build and maintain high-performance in-memory time-series databases
- Implement real-time and historical data ingestion pipelines
- Optimise q queries for speed, scalability, and memory efficiency
- Support trading, risk, and quant teams with analytical tooling
- Enhance and troubleshoot large-scale KDB+ systems
- Work with real-time market data feeds and tick-by-tick datasets
- Develop analytics for pricing, P&L, and risk reporting
- Ensure low latency and high throughput for critical trading workflows
- Work within Unix/Linux environments and write supporting scripts
- Integrate KDB+ with messaging platforms (Kafka, Solace, Tibco, etc.)
- Handle data cleansing, validation, enrichment, and quality checks
- Collaborate with quants for model implementation in q
- Participate in performance tuning, profiling, and parallelisation
- Build APIs or interfaces for upstream/downstream systems
- Support surveillance, fraud monitoring, or trade-monitoring platforms
- Work with distributed KX/KDB Insights environments (desirable)
- Add automation for monitoring, alerts, and system health
- Operate within cloud or hybrid cloud data platforms (AWS/Azure/GCP – desirable)
- Provide production support, incident resolution, and on-call assistance if required
Job Type: Freelance
Pay: Up to £600.00 per day
Work Location: In person