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FI Algo KDB Developer

London, United Kingdom Of Great Britain And Northern Ireland (On-site)

FI Algo KDB Developer

1 Month ago • All levels

About the job

3 skills required for this role

Add these skills to join the top 1% applicants for this job

algorithms

unix

risk-management

Job Description

This role involves working within a small, fast-paced team focused on pricing and risk management for Fixed Income (FI) algorithmic trading. Responsibilities include liaising with traders, performing statistical analysis of algorithm performance, monitoring algorithm deployments, designing monitoring dashboards, maintaining and evolving KDB, developing compliance monitoring tools, and providing technical support. The team requires frequent deliveries (hours to days), direct contact with stakeholders, and participation in occasional out-of-hours releases.

Must have:

Clear communication & systematic reasoning
Deep experience with Q/KDB+
Front office FI knowledge or quantitative finance
UNIX OS knowledge

Good to have:

Knowledge of software delivery processes
Knowledge of Altair Panopticon

Project description

Our client is looking for a senior KDB developer to join their FI Algo trading IT team.

Mission with the eFI Algorithm team in a front office environment to help develop and analyze the pricing, trading, hedging and risk management algorithms for Fixed Income products.

The role is within a small team focused on pricing and risk management for the algo trading desk for FI.

The team has short feedback cycles, frequent deliveries of hours to days, direct contact to stakeholders and the trading desk.

Responsibilities

Liaise with traders to understand requirements and draw parallels with solutions in other products and between Algo+ Flow trading.

Perform ad-hoc statistical analysis of algorithm performance, behavior, market data, client behavior.

Help monitor the deployment of new and modified trading algorithms to ensure we are compliant with the firm's obligations and that the release process is strictly adhered to.

Design dashboard to monitor the trading algorithm

KDB maintenance and evolution

Compliance monitoring tool development

Provide technical assistance and 3rd line support to internal KDB+ Production Support teams.

Participation on software releases which may be performed out of hours/weekends.

Skills

Must have

Clear communication & systematic reasoning.

Deep experience with Q/KDB+ working in a similar environment.

Have front office knowledge of the FI business or quantitative finance.

UNIX OS knowledge.

Nice to have

Knowledge about software delivery process and methodologies.

Knowledge of Altair Panopticon would be a distinct advantage

Other

Languages

English: C2 Proficient

Seniority

Regular

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About The Company

Luxoft

1110 Active Jobs

Luxoft, a DXC Technology Company (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Acquired by U.S. company DXC Technology in 2019, Luxoft is a global operation in 44 cities and 21 countries with an international, agile workforce of nearly 18,000 people. It combines a unique blend of engineering excellence and deep industry expertise, helping over 425 global clients innovate in the areas of automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications.

DXC Technology is a leading Fortune 500 IT services company which helps global companies run their mission critical systems. Together, DXC and Luxoft offer a differentiated customer-value proposition for digital transformation by combining Luxoft’s front-end digital capabilities with DXC’s expertise in IT modernization and integration. Follow our profile for regular updates and insights into technology and business needs.