Senior KDB Developer for FI Algo Trading

2 days ago


London, Greater London, United Kingdom Luxoft Full time

Job Overview

Luxoft is seeking a seasoned KDB developer to join our front office environment, working closely with the eFI Algorithm team.

The ideal candidate will contribute to the development and analysis of pricing, trading, hedging, and risk management algorithms for Fixed Income products.

This is an opportunity to work in a small team focused on pricing and risk management for the algo trading desk for FI.

We have a fast-paced environment with short feedback cycles, frequent deliveries, direct contact to stakeholders, and the trading desk.

About the Role
  • Liaise with traders to understand requirements and identify parallels with solutions in other products and between Algo+ Flow trading.
  • Perform ad-hoc statistical analysis of algorithm performance, behavior, market data, and client behavior.
  • Monitor the deployment of new and modified trading algorithms to ensure compliance with firm obligations and adherence to the release process.
  • Design dashboards to monitor trading algorithms.
  • Maintain and evolve KDB.
  • Develop compliance monitoring tools.
  • Provide technical assistance and 3rd line support to internal KDB+ Production Support teams.
  • Participate in software releases, which may be performed out of hours or weekends.
Requirements
  • Clear communication and systematic reasoning.
  • Deep experience with Q/KDB+ in a similar environment.
  • Front office knowledge of the FI business or quantitative finance.
  • UNIX OS knowledge.

Estimated Salary: $120,000 - $180,000 per annum



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