Data Engineer

Certain Advantage are recruiting on behalf of our London based trading client for a Data Engineer to focus on building a scalable data platform for algorithmic trading.

You'll Identify and implement solutions for Quants and Traders, providing data that will be used to improve strategies performance and produce clients TCA, pre- and post- trade analytics.

Your Project Work:

• Identify and implement solutions to provide data that will be used to improve strategies performance and produce clients TCA, pre- and post- trade analytics.
• Work with business Stakeholders to build new and maintain existing real-time and historical data services and statistical functions on top of the data.
• Develop an in depth understanding of existing analytical libraries and help to broaden current offering.
• Identify and implement solutions to optimize performance maintaining fast query execution.

Are you a Data Engineer with a background in systematic trading who has worked with granular tick market data? Have you built pipelines to allow tick data to be ingested into a time series tech stack utilising kdb+ and Q? If so keep reading!, * Experience developing highly reliable data ingestion processes to consume large volumes of data emitted by trading and market data systems.

• Practical experience scaling and load-balancing infrastructure using market leading time-series database products (e.g. kdb, shakti)
• Experience using of kdb and building indicators and backtesting frameworks using Q language.
• Deep understanding of tick design and data organization, performance implications of different approaches when building time-series database infrastructure
• Experience with Agile methodology and tools such as ADO, Github, Jenkins, Nexus and Jira