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.
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.
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
English: C2 Proficient
Regular
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.
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