Senior KDB+ Specialist – Fixed Income Algo Trading & Analytics
TypeContract
LocationLondon
Posted2 hours ago
Join MARGO in the UK (London) – Perm & Contracting Opportunities
MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in data-intensive trading and risk environments where real-time analytics, large data volumes, and high-performance engineering are critical. Joining MARGO means working on highly specialized data platforms while benefiting from a human-sized structure, close follow-up, and tailored career paths.
Business Context
You will work directly within the Front Office Fixed Income Algo Trading IT environment. This role sits in a fast-paced setting focused on real-time pricing, risk management, and trading algorithm performance for FI products.
The platform supports:
Real-time and intraday market data streaming and time-series capture.
Fixed Income pricing, hedging, and risk analytics.
Ad-hoc statistical analysis of algorithm behavior, client behavior, and market impact.
Real-time trade and algorithm monitoring dashboards (e.g., Panopticon).
Role Overview
We are looking for a Senior KDB+ / q Specialist to work on real-time data and algo trading platforms. While centered on robust kdb+ development, the position features short feedback cycles and direct interaction with traders and production teams.
We welcome candidates with strong kdb+ / q experience who thrive across:
Core kdb+ / q development & time-series architecture
3rd line platform support & performance optimization
Technical business analysis & trader-facing requirement gathering
Key Responsibilities
Development & Analytics: Design, develop, test, and deliver change on real-time KDB+ processes, including API and schema design for FI Algo desks.
Business Interaction: Liaise directly with traders to gather requirements, analyze algo performance, and build custom monitoring views (such as Altair Panopticon dashboards).
Platform & Data Ownership: Maintain and evolve time-series data models, optimize q code performance, and build compliance/monitoring tools.
Support & Delivery: Provide 3rd line technical support to production teams, participate in release processes (including occasional out-of-hours releases), and ensure software delivery compliance.
Technical Environment
Core: kdb+ / q, TorQ framework, Linux/UNIX environments.
Testing & CI/CD: qspec, qunit, Gitlab CI/CD, JFrog Artifactory, Rundeck.
Visualization & Tools: Altair Panopticon (or similar monitoring tools).
Required Experience & Skills
Essential
Deep, hands-on experience with q/KDB+ in a front-office time-series environment.
Solid knowledge of Fixed Income (FI) products or quantitative finance.
Strong Linux/UNIX OS knowledge and performance monitoring mindset.
Proven track record in a trader-facing or front-office role with clear communication and systematic reasoning.
Degree in Computer Science, Mathematics, Physics, or Engineering.
Valued
Experience with the TorQ framework, qspec, or qunit.
Exposure to Altair Panopticon dashboards.
Familiarity with modern software delivery, CI/CD pipelines, and Agile methodologies.
Why Join MARGO
Direct impact on front-office algorithmic trading and risk architectures.
Flexible exposure across development, 3rd line support, and quantitative business analysis.
Agile team culture with short feedback loops and rapid delivery cycles (hours to days).
Human-sized consultancy with close support and long-term career focus.
Interested? Apply on our website or at ----- data-path-to-node="23,1">.
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MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in data-intensive trading and risk environments where real-time analytics, large data volumes, and high-performance engineering are critical. Joining MARGO means working on highly specialized data platforms while benefiting from a human-sized structure, close follow-up, and tailored career paths.
Business Context
You will work directly within the Front Office Fixed Income Algo Trading IT environment. This role sits in a fast-paced setting focused on real-time pricing, risk management, and trading algorithm performance for FI products.
The platform supports:
Real-time and intraday market data streaming and time-series capture.
Fixed Income pricing, hedging, and risk analytics.
Ad-hoc statistical analysis of algorithm behavior, client behavior, and market impact.
Real-time trade and algorithm monitoring dashboards (e.g., Panopticon).
Role Overview
We are looking for a Senior KDB+ / q Specialist to work on real-time data and algo trading platforms. While centered on robust kdb+ development, the position features short feedback cycles and direct interaction with traders and production teams.
We welcome candidates with strong kdb+ / q experience who thrive across:
Core kdb+ / q development & time-series architecture
3rd line platform support & performance optimization
Technical business analysis & trader-facing requirement gathering
Key Responsibilities
Development & Analytics: Design, develop, test, and deliver change on real-time KDB+ processes, including API and schema design for FI Algo desks.
Business Interaction: Liaise directly with traders to gather requirements, analyze algo performance, and build custom monitoring views (such as Altair Panopticon dashboards).
Platform & Data Ownership: Maintain and evolve time-series data models, optimize q code performance, and build compliance/monitoring tools.
Support & Delivery: Provide 3rd line technical support to production teams, participate in release processes (including occasional out-of-hours releases), and ensure software delivery compliance.
Technical Environment
Core: kdb+ / q, TorQ framework, Linux/UNIX environments.
Testing & CI/CD: qspec, qunit, Gitlab CI/CD, JFrog Artifactory, Rundeck.
Visualization & Tools: Altair Panopticon (or similar monitoring tools).
Required Experience & Skills
Essential
Deep, hands-on experience with q/KDB+ in a front-office time-series environment.
Solid knowledge of Fixed Income (FI) products or quantitative finance.
Strong Linux/UNIX OS knowledge and performance monitoring mindset.
Proven track record in a trader-facing or front-office role with clear communication and systematic reasoning.
Degree in Computer Science, Mathematics, Physics, or Engineering.
Valued
Experience with the TorQ framework, qspec, or qunit.
Exposure to Altair Panopticon dashboards.
Familiarity with modern software delivery, CI/CD pipelines, and Agile methodologies.
Why Join MARGO
Direct impact on front-office algorithmic trading and risk architectures.
Flexible exposure across development, 3rd line support, and quantitative business analysis.
Agile team culture with short feedback loops and rapid delivery cycles (hours to days).
Human-sized consultancy with close support and long-term career focus.
Interested? Apply on our website or at ----- data-path-to-node="23,1">.
Find more English Speaking Jobs in United Kingdom on Arbeitnow
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