eFX KDB Developer

eFX technology is responsible for a suite of applications and services that form the core of the eFX business line servicing clients, internal Sales, and other branches of the group. The suite includes connectivity to markets and multi-dealer venues, single dealer platform, pricing and trader tools, and supports FX spot, forward, options and deposits. The services are implemented in C#, Java and KDB+. The FX business is looking to improve their electronic footprint by leveraging KDB+ to determine client toxicity, back-testing and parameterisation of trading strategies, real time generation of key technical indicators, etc. The role is within a small team focused on pricing and risk management for the electronic trading desk for FX, and for MIS-style reporting information for wider sales teams and interested parties. The team has short feedback cycles, frequent deliveries in the range of hours to days, direct contact to stake holders and the trading desk. Your core attributes will include: · Clear communication & systematic reasoning. · Deep experience with Q/KDB+ working in a similar environment. · Have front office knowledge of the FX business or quantitative finance. · UNIX OS knowledge. · Knowledge about software delivery process and methodologies. · Knowledge of Altair Panopticon would be a distinct advantage Key Responsibilities Work closely with the FX front office team by taking requirements and developing user analytics and solutions to aid MIS, pricing/trading algorithms and ultimately P&L. Prototype solutions in a fast, agile manner with numerous demands from Front Office teams. Be comfortable performing analysis and manipulation of large data sets in a high frequency low latency environment. Provide technical design, architecture and infrastructure expertise to support the growing KDB+ footprint within the bank. Participate in the development of all aspects of product delivery including design documents, functional specifications, unit testing and component build. 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. Participate in sprint planning and estimation and provide regular status updates to project managers. Essential: Deep experience with Q/KDB+ working in a similar environment. Experience in programming with Java, specifically including Multithreading Low latency SQL Server UML, and other system documentation Performance monitoring Track record in a front-office-facing role. Desirable: LINUX Designing and building real-time mission critical applications and message bus technology Solace Networking: 10GbE, multicast, Wireshark packet analysis Expertise in FX ECNs, dynamic spreading/rounding, spot and forward pricing algorithms and FIX engines/APIs. Essential: Higher Education (Degree or equivalent) in computer science, maths, physics or engineering Desirable: Post-grad in advanced computing, mathematics or a statistical discipline...