Job Details

This isn't maintenance work: they want someone to fundamentally redesign how they handle master data across a massive securities platform. You'd be optimizing time-series queries at scale, building reconciliation logic for multiple vendor feeds, and establishing the technical standards for their data platform going forward.

What makes this compelling: direct collaboration with their core dev team (not siloed in a data team), genuine architectural influence, and exposure to low-latency trading systems once you've made your mark on the infrastructure layer.

Applicants must be able to work in New York City 3 days per week minimum. The client can sponsor visa's for applicants already based in the USA.

Required skills:

- 2-12 years of experience as a KDB, KDB/Q or KDB+ Engineer. We are not looking for people with KDB as a secondary skill: you will be using it as your main focus

- Financial Services experience. We are open to banks, hedge funds, prop trading, market making or asset management backgrounds

- Good knowledge and experience working with timeseries data in a latency-sensitive environment

- Proven ability to take ownership of projects and interface with front office stakeholders

Nice to have:

- Reference data experience

- Fixed Income experience

- Machine Learning