Job Description

Systematic Hedge Fund. 6 months, strong likelihood of extension.

A systematic hedge fund is seeking a KDB+/q Developer to support their tick data analytics function and provide ongoing research platform support. This is a production KDB+/q engagement for a developer who knows the environment — the data structures, the research workflows, the pace.

This role is specifically for KDB+/q developers who have worked in a production financial services environment — at a hedge fund, prop desk, asset manager, or tier-1 investment bank — directly supporting live quant or systematic trading workflows. If your KDB+/q experience is from outside financial services, this role is unlikely to be the right fit.

What they need:

→ 3+ years production KDB+/q at a hedge fund, prop desk, asset manager, or tier-1 IB, supporting live quant or systematic trading

→ Solid q language proficiency — tick queries, data manipulation, complex analytics

→ Familiarity with tick data structures: trades, quotes, order book snapshots in a live trading context

→ Python–KDB integration experience (PyKX or qPython) beneficial

→ Comfortable working in a fast-paced, production-critical financial environment

Duration: 6 months, strong likelihood of extension.