KDB+ Developer - Global Investment Bank - Hong Kong

Our client, a global investment bank, are actively seeking a kdb+/q Developer to design, develop, and support high-performance time-series data systems and streaming analytics. You will build and optimize applications in q, develop ingestion pipelines for market and reference data, and collaborate with trading, risk, and technology teams to deliver reliable, low-latency services and data products. The role typically involves both hands-on development and operational support in a production environment. The role: - Develop and maintain kdb+/q applications for streaming, analytics, and historical data access. - Build and optimize data ingestion pipelines for market data and event streams (e.g., ticks, trades, quotes, corporate actions, reference datasets). - Design efficient data models and table schemas (partitioning, compression, indexing strategies) for time-series workloads. - Implement and optimize querying and analytics in q, including performance tuning for low-latency use cases. - Integrate kdb+ services with upstream/downstream systems using APIs, middleware, and/or messaging/streaming technologies (as applicable). - Support data governance and operational readiness: monitoring, alerting, runbooks, and incident/problem resolution. - Collaborate with stakeholders to understand requirements and translate them into technical designs, interfaces, and acceptance criteria. - Contribute to engineering best practices (code reviews, testing strategies, documentation, and CI/CD where applicable). What you offer: - 5+ years hands-on experience with kdb+/q development in production environments. - Strong understanding of time-series data concepts, partitioning, compression, and performance tuning in kdb+. - Proficiency with q language (functional programming concepts, vector operations, table processing). - Experience with market data / event ingestion for trading analytics - Strong Linux/Unix fundamentals and ability to troubleshoot performance/