Analyst/Programmer
Work with a global bank
Work on Low latency FX algometric trading systems
Sydney CBD based - minutes away from train station
Senior KDB/Q Developer
Developer – KDB/Q – FX – Trading – C++
About the company
Leading financial institution
About the role
The organisation needs an experienced, hands-on KDB/Q developer to join their team. The business is committed to advancing its' position within the FX space through investment in technology and the development of latency-sensitive algorithmic trading capabilities.
To this end the Low Latency Algometric Trading Team has been formed and it is integral to the development of quantitative/algorithmic trading as it focused on everything from the capture and storage of tick data from multiple venues, through to analytics, research, and algorithms, as well as dissemination of real-time business metrics to various internal clients. The team liaises directly with traders and quants, therefore the role requires someone bright and enthusiastic with excellent communication skills.
You will be working in a team of elite developers crafting real-time systematic FX algo-trading systems including: liquidity aggregation, price discovery, smart order routing, alpha generation, risk management and anonymous market making; operating in the medium- and high-frequency spectrum. You will be expected to participate both in the creative design of next generation algorithms, and be the team's technical authority on Kdb/q. This will involve extensive new development in q, taking ownership of the existing q code base, resolving production issues when required, advising other team members on Kdb/q best practice, and assisting with unit, integration and performance testing of q code.
Primary skills
- Superior Kdb/q on Linux
- Have previously used Kdb/q as a significant component within a real-time trading system
- Strong understanding of q
- Ability to interface Kdb/q to other languages including C++, C#, Java and Matlab
- Very strong Linux, shell scripting (Bash or Python)
- Previous experience with Java or C++
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