Senior kdb+ Quantitative Developer

A1X Greater London, England, United Kingdom

Senior kdb+ Quantitative Developer

A1X Greater London, England, United Kingdom

4 days ago Be among the first 25 applicants

Job Title: Senior kdb+ Quantitative Developer

• Location : London (Hybrid, 3 days in office)
• Job Type : Full-time, 12-month contract with an initial 3-month probationary period (leading to a permanent position)
• Compensation : Highly competitive, based on experience

Company & Role Overview

We are a proprietary trading firm that leverages cutting-edge technology to acquire edge in cryptocurrency derivatives markets.

We are currently focused on the first iteration of a real-time, cloud-based quantitative analysis pipeline that produces price & volatility forecasts and optimises our quoting strategy for our market-making activities. We will then look to integrate and interweave more models, data and approaches, such as ARIMA, LPPLS, RL/DL with LSTMs, and on-chain analysis for enhanced forecasting, crash protection strategies, sentiment analysis and other applications.

We are looking for experience, passion, effectiveness and curiosity. This high impact role within our small, entrepreneurial team includes contributing to our kdb+ infrastructure, automated testing systems, quantitative models implementation and cloud environments, from project inception to delivery.

You will deepen your expertise in quantitative finance in the context of cryptocurrency, breaking new ground in a mainly greenfield environment, surrounded by a proactive, driven team that values your growth, wellbeing and contribution.

Key Responsibilities

• Pipeline Development: Join us in building highly-performant, scalable, secure and reliable KDB+/q components responsible for data ingestion, storage, analysis, transmission, retrieval and testing.
• Quantitative Model Development : Collaborate with our quantitative researchers to translate backtested quantitative models into blazing-fast, production-grade code optimised for high-frequency, low-latency conditions.
• Infrastructure Development: Contribute to the entire development lifecycle of our cloud-based application, telemetry, and deployment systems that ensure our pipeline and related processes are performant, secure and resilient.
• Architectural Assistance : Work closely with the CTO to improve and expand our pipeline architecture. Provide insights into system design. Evaluate trade-offs between in-house and outsourced solutions.
• Cross-Team Technical Alignment : Collaborate with all relevant teams to ensure our projects meet their business needs. Participate in planning, proactively address risks and issues, and support us in ensuring seamless integration of software components into our broader systems and workflows.
• General Maintenance & Tasks : Assist in monitoring and improving our existing systems along with code & systems review, test development and documentation.
• Database Integrity : Work with our quantitative researchers to develop solutions to ensure the quality, consistency and accessibility of our market and computed data.

Key Qualifications

• Education: Bachelors or Masters degree in Computer Science, Mathematics, Statistics, or related STEM field combined with substantive, relevant professional experience.
• kdb+/q : Highly proficient, with 5+ years of professional experience, in developing and testing kdb+/q code optimised for real-time and low-latency financial applications, including bespoke integration with external APIs.
• Quantitative Finance : Strong foundation in financial mathematics, stochastic processes, and time-series modelling, with experience in implementing models like GARCH, SVI, and ARIMA, alongside a deep understanding of derivatives, tick data, order books, and implied volatility surfaces.

Preferred Skills

• Expertise with HPC, networking, low-level programming and hardware
• Experience with kdb+ C API and C(++)
• AWS
• ML experience for future projects
• Working knowledge of modern data science tools, e.g. Python, Jupyter, pandas, numpy
• Knowledge of risk management, hedging strategies, and market-making principles
• Familiarity with cryptocurrency markets and exchange dynamics

Why Join Us

• Creatively apply and deepen your expertise at the cutting edge of the rapidly-emerging field of cryptocurrency
• Position yourself to contribute to innovative combinations of quantitative finance, ML, cloud-computing and trading strategy tailored to cryptocurrency trading
• Receive highly competitive pay, including bonuses, and the opportunity to join us permanently
• Be a fundamental force in shaping the infrastructure and systems of a growing trading firm
• Enjoy the balance of a flexible and collaborative work environment, splitting your time between home, our London office and 3 months annual to work from anywhere

Seniority level

• Mid-Senior level

Employment type

• Contract

Job function

• Finance and Sales
• Industries
• Financial Services, IT Services and IT Consulting, and Investment Management

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