Kdb+ Engineer - Systematic Data Platform
This role focuses on designing and implementing a high-performance, industrial-grade systematic data platform using Kdb+/Q, requiring expertise in low-latency financial data infrastructure and scalable distributed systems. The engineer will collaborate with a global team to build foundational components for next-generation portfolio engines, emphasizing reliability, performance, and real-time analytics.
Skills required
About this role
About Millennium
Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.
Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.
Meet the Team
We are building a world class systematic data platform which will power the next generation of our systematic portfolio engines. The systematic data group is looking for an experienced Kdb+/Q developer, who is able to build out industrial grade infrastructure and design and implement componentry for our central real-time/historical tick repository
You will need proven experience managing large financial databases and data sets consisting of real-time and historical market data or order and execution data. Excellent communication skills are an absolute must, as you will be in a fast-paced environment working closely with senior managers, business stake holders, peer development teams, and internal operations organizations. You will be expected to drive our platform from inception to final delivery and support. Experience building/maintaining real-time Kdb+ infrastructures is a must. Architecting large systems with data in the petabytes is a plus. If this is the type of challenge that excites you, we’d love to have a conversation
What You'll Do
- Architect and implement components for the firm’s real-time data capture and analytics generation environment
- Develop key parts of this innovative, wide-ranging system
- Design operational tools to support our infrastructure
- Implement integration points with non-Kdb+ componentry
- Implement functionality based on defined API
- Implement reusable Kdb+ and C++ application componentry
- Capable of implementing library-grade software
- Leverage strategic development and operational tools
What You Bring
- 3+ years working with large financial data sets, such as market data, order/execution data, and/or positions data.
- 3+ years of Kdb+/Q, experience working in a Unix/Linux environment.
- Python experience is a plus
- Proven delivery track record
- Good team player with a strong desire to participate and help others
- Able to prioritize in a fast moving, high pressure, constantly changing environment
- Excellent communication skills
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