The successful candidate will be able to face off with Quants from various trading groups and build/improve the necessary Kdb+ databases to enable their research. Candidates must be experienced Kdb+/Q engineers able to build a TCA (Transaction Cost Analysis) database. Must have experience managing large financial databases and data-sets consisting of real-time and historical market data as well as order and execution data. Must have excellent communication skills and be able to face off with the business and instruct users on how to best use the database. Experience building/maintaining Quant research databases for back testing of trading strategies is a big plus. Experience working in a Unix/Linux environment is a must. Responsibilities:
- Build out and improve custom research database per Quant specifications
- Aid Quants in writing or tuning their queries
- Tune the database in order to minimize query execution time and storage consumption
- Troubleshoot issues with daily data load jobs.
- 3+ years of working with large financial data sets like market data, order/execution data, or positions data.
- B.S. in a hard science.
- 3+ years of Kdb+/Q, experience working in a Unix/Linux environment.
- Detail oriented; Demonstrates thoroughness and strong ownership of work
- Good team player with a strong willingness to participate and help others
- Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency
- Strong communication skills
- Quick learner