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The Salem Group

kdb+/q Developer

The Salem Group
New York, NY $110 - $112/hr Full time Posted 4d ago
Backend Developer Cloud Operations Data Analysis Data Analytics Data Architecture Data Engineer Data Integration Data Pipeline Data Platform Data Processing Database Databases Kdb+ Software Development Software Engineering Streaming Data Tickerplant
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Job Description

The Salem Group is adding a kdb+/q Developer to support an early-stage buildout inside a global financial organization. Based in New York, NY (onsite), this role centers on designing and operating the real-time and historical market data infrastructure for the fixed income ETF desk and other trading groups, including a migration from OneTick to a kdb+ tick architecture.

In this position, you will architect and extend a production kdb+ stack, build and optimize q applications for data processing and analytics, and work closely with traders and quants to translate desk requirements into reusable, robust q. The work also includes ownership of a fair value and pricing pipeline, plus maintaining feedhandler integrations for multiple market data vendors.

Responsibilities

  • Architect, extend, and harden the kdb+ tick stack, including tickerplant, RDB, HDB, gateways, and feedhandlers
  • Develop and optimize kdb+/q applications for real-time processing, analysis, and storage
  • Lead the migration from OneTick to kdb+, covering data model, historical backfill, feed cutover, user migration, and decommissioning
  • Maintain and occasionally extend feedhandlers for market data vendors (e.g., Bloomberg B-PIPE, MarketAxess CP+, IHS Markit, LSEG) and internal fair-value feeds
  • Own the fair value / pricing data pipeline and the analytics built on top of it
  • Design and operate a multi-terabyte HDB at approximately 100 GB/day, including partitioning, sym management, compression, load balancing, and query performance
  • Collaborate directly with traders and quants across the ETF desk and other groups for requirements, prototyping, and production analytics, turning desk questions into reliable, reusable q

Requirements

  • 5+ years of production kdb+/q experience in sell-side or buy-side trading infrastructure
  • Deep understanding of kdb+/q, including the language, memory model, and IPC, with a focus on making systems fast at scale
  • Strong familiarity with TickerPlant, down to implementation details
  • Grounded in software development practices: testing, modular design, code review, and documentation
  • Deep understanding of tick architecture including the TickerPlant/RDB/HDB topology, feedhandlers, gateways, entitlements, and log replay
  • Strong preference for clean, well-structured, maintainable q code
  • Exposure to cloud deployment of kdb+ (AWS)

Technologies

  • kdb+, q, TickerPlant, RDB, HDB, feedhandlers, gateways
  • Bloomberg B-PIPE, MarketAxess CP+, IHS Markit, LSEG
  • AWS, IPC

Work Schedule

  • Monday - Friday
  • 8:00am - 5:00pm
  • 100% in office

Compensation

  • Hourly rate: $110.00 - $112.44 per hour
  • Paid weekly
  • Direct deposit and pay card options available for all employees
  • Referral and performance bonuses are available

Benefits

  • Affordable insurance plans
  • Paid Sick Leave
  • Holiday Pay
  • Referral Bonuses
  • Retention Bonuses
  • Health insurance
  • Paid time off
  • Referral program

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