As a member of our Software Engineering Group we look first and foremost for people who are passionate around solving business problems through innovation & engineering practices. You will be required to apply your depth of knowledge and expertise to all aspects of the software development lifecycle, as well as partner continuously with your many stakeholders on a daily basis to stay focused on common goals. We embrace a culture of experimentation and constantly strive for improvement and learning. You’ll work in a collaborative, trusting, thought-provoking environment—one that encourages diversity of thought and creative solutions that are in the best interests of our customers globally.
Macro Data Strategy team is part of the CIB technology that builds pre/at/post-trade analytics for global Sales, Trading, e-Commerce, research and compliance organizations across the FX, Rates and Commodities lines of business. This position focuses on the aspects of building and supporting real-time trading analytics in KDB+ platforms. We are looking for a passionate performer that will help us push the current capabilities of the platform to process billions of messages daily and to derive prudent analytics to the next level.
· In close collaboration with CIB business and technology teams, drive the delivery of next gen trading analytics
· Build and support KDB+ API for pre- and post-trade real-time analysis consumed by algorithmic trading, ML and client-facing apps
· Automate data quality checks across transactional, market and reference data flows ingested to KDB+
· Build DevOps tools to manage integrity and recovery of KDB+ data feeds and streams
· Expert in KDB+ and Q development
· Expertise in real-time processing of large volumes of market data and order flow, and ability to derive business-facing analytics
· Passion to understand and own the data and analytics captured and derived in KDB+
· Hands-on expertise in utilizing distributed messaging platforms such Kafka, AMPS, LBM
· Experience in Python, PyQ, Jupyter notebook is a plus
· Hands-on experience with Grafana or Delta Dashboards is a plus
· Expertise in order entry and market data protocols such as FIX
· Knowledge of FX, Rates and Commodities trading venues and markets
· At least Bachelor’s (Master’s preferred) degree in Computer Engineering, Computer Science or Electrical Engineering.
· Excellent communication skills