My client is looking for a solid KDB+ developer to lead the KDB+ development activities across Fixed Income Rates and Currencies group in London.

The role will require a strong leader who can work closely with the front office business and lead the strategic direction of the KDB platform.

The team will work on the build out of the current KDB platform to meet new client demands across the Fixed Income Rates and Currencies group and to achieve this you work closely with the Front Office Quant and Trading business.

Work covers KDB architecture including but not limited to:

• low latency tick
• schema
• Q framework
• user focused analytics and visualization
• scripting
• some java components
• design of significantly sized KDB+ systems and Infrastructures
• development on a Unix or Linux environment
• low latency systems development and tick data capture
• core Java 

 Industry: Investment Banking

Our client, a top tier financial institution based in Toronto Canada are looking for the best in class Scala developers, Functional programmers, Machine Learning Experts and Data Scientists.  You will join a newly formed product group that is currently developing the next generation etrading (electronic trading) pricing and risk technology platforms using the latest functional programming techniques to deliver highly concurrent real-time solutions.

My client is currently building highly scalable, efficient, cost effective, distributed applications on commodity hardware using a mixture of open source and proprietary technologies. This is a pilot project that is blazing a trail towards a more wide ranging initiative and will involve deep collaboration with exceptional group of software engineers, quantitative analysts, business analysts, Dev-Ops engineers and enterprise/solution architects.

We are looking for self-motivated, driven technologists, programmers, machine learning experts and data scientists who want to solve complex problems arising from building distributed and highly concurrent systems. Your primary responsibility will be delivering solutions to the Fixed Income and Derivatives business for this global financial powerhouse institution.

You will be working closely with other members of the global team who include specialists in functional programming, data science, software engineering, machine learning and data analysis and with the front office trading desks to define product features, determine scope, build estimates, design and develop systems. You should have a strong software engineering background with hands-on design and development experience in building highly distributed, scalable and concurrent applications.

Qualifications required:

• MSc or PhD in Computer Science or related degree from an accredited university or BSc with significant relevant industry experience
• Functional programming skills, strong computer science foundation; technology stack include UI : (Drools (KIE), jBPM); RT Processing: (Scala, Apache Spark, distributed NoSQL database using JSON); Near time: (sharding), Big Data – Hadoop; RESTful API
• Excellent mathematical skills
• Experience of building large scale applications, machine learning and big data
• Knowledge of building automated testing and performance testing is a plus

Industry: Financial Services

Working for a Tier One Global Investment Bank to design, implement, test and deploy trading systems for the market making and execution only trading desks.

As part of the development team supporting the Global cash and derivatives rates and credit businesses, you will develop pricing, quoting and algorithmic trading systems that can enhance connectivity to new markets and improve quantitative low latency performance.

Key aspects of the role are:

• Manage relationships with senior Trading/Sales and software vendors
• Tune Linux, reconfigure network routing/firewall setup, adopt new market protocols, and quantitative analysis of latency data
• Configure new ION Trading components and middleware
• Develop Java, KDB/Q, and scripting languages (Shell, Perl, Python)

You must have:

• Experience of development and tuning of high performance real-time electronic trading applications, whether buy- or sell-side, or at an exchange
• Quantitative performance monitoring and testing, including population statistics
• Bonds and swaps pricing and risk management
• TCP/IP networking, including technical certifications such as CCNA, highly desirable
• ION Marketview API and platform configuration experience highly desirable.

Location: New York / New Jersey