Job Summary: Time-Series Data Engineer KDB/q Specialist
- Location: Hybrid role must be local to Dallas TX
- Industry Experience: Required background in banking or financial services
- Primary Focus: Build and optimize time-series data pipelines for Global Markets
- Technical Specialization: Expert in KDB and q language
- Key Responsibilities:
- Design and implement tick data schemas using partitioning and compression techniques
- Develop and fine-tune q queries to support traders quantitative analysts and risk management teams
- Maintain and enhance tick replay systems for backtesting and regulatory purposes
- Ensure low-latency and scalable ingestion and querying of large-scale (billions per day) time-series records
- Required Skills:
- Advanced proficiency in KDB and q
- Deep understanding of high-frequency trading (HFT) systems and time-series analytics
- Expertise in schema design data partitioning data compression and performance optimization