KDB+ DEV/FS-IB/12 month contract/80 - 120K HKD P/M

KDB+/q Developer (12-Month Contract)

• Company: Tier 1 Investment Bank
• Location: Hong Kong
• Duration: 12-Month Contract

About the Role

Our client is seeking an experienced Senior KDB+/q Developer to join our trading technology engineering team on a 12-month contract. In this role, you will play a key part in designing, expanding, and optimizing our enterprise KDB+ tick capture platforms and analytical engines.

You will work closely with traders, Quantitative Analysts (Strats), Risk Managers, and Core Infrastructure teams to deliver ultra-low-latency tick data systems, execution analytics, and real-time risk platforms. This position demands deep technical expertise in KDB+/q, a strong grasp of market data structures, and the ability to operate effectively within an enterprise banking environment.

Key Responsibilities

• Design, build, and optimize enterprise KDB+ frameworks, including Real-Time Databases (RDB), Historical Databases (HDB), Tickerplants, and API Gateways.
• Write highly optimized, vectorised q code to query and process multi-terabyte dataset streams with microsecond efficiency.
• Partner with Trading Desks and Quantitative Strats to design real-time pricing, TCA (Transaction Cost Analysis), execution analytics, and risk aggregation tools.
• Oversee splay/partitioning strategies, data compression, schema migration, and End-Of-Day (EOD) data maintenance for global tick stores.
• Ensure high availability, redundancy, and disaster recovery readiness across production tick-store environments. Provide escalation support for critical trading technology systems.
• DevOps & Standards: Enforce rigorous software engineering practices, including continuous integration/delivery (CI/CD), automated regression testing, code reviews, and enterprise compliance protocols.

Required Skills & Experience

• 5+ years of hands-on software engineering experience, experience with KDB+ and q within Investment Banking, Quantitative Hedge Funds, or Market Making firms.
• Extensive experience with KDB+ tick architectures (Tickerplant, RDB, HDB, Chained RDBs, Replay Logs, custom query gateways).
• Solid knowledge of financial market data (tick-level quotes, trades, depth of book) and electronic trading workflows across Equities, Fixed Income (Rates/Credit), FX, or Derivatives.
• Strong proficiency in Linux/Unix, shell scripting, memory management, IPC overhead reduction, and system-level performance tuning.
• Working knowledge of Python, C++, or Java for system integration, data pipelines, or wrapper libraries is highly desirable.
• Demonstrated proficiency with Git, modern CI/CD pipelines, unit testing frameworks, and release automation tools.
• Excellent analytical problem-solving skills and strong stakeholder communication—capable of interfacing directly with front-office business lines and senior technology leaders.

Argyll Scott Asia is acting as an Employment Business in relation to this vacancy.