KDB Lead

About the Role We are looking for a kdb+ / q Lead Developer with 8+ years of experience to own, architect, and lead enterprise-scale kdb+ platforms across our quantitative finance and capital markets technology estate. You will be the organisation's foremost kdb+ SME - designing high-performance, low-latency time-series platforms supporting real-time market data, tick data management, trade analytics, and risk calculation. Key Responsibilities Own end-to-end kdb+ platform architecture - tickerplant, RDB, HDB, IDB, gateway, and CEP design at enterprise scale. Design and develop complex q / kdb+ solutions - streaming pipelines, historical analytics engines, feed handlers, and gateway services. Build and optimise kdb+ streaming architectures - integrating Kafka, Solace, Bloomberg B-PIPE, and Refinitiv Elektron for real-time market data ingestion. Implement PyKX / embedPy integrations - enabling Python-based quant analytics and data science workflows on kdb+ data. Lead kdb+ schema design, partitioning, performance tuning, memory management, and storage optimisation. Manage market data vendor integrations - Bloomberg, Refinitiv / LSEG, ICE - including feed configuration and entitlements management. Lead kdb+ cloud deployment on AWS / Azure - containerisation (Docker / Kubernetes) and cloud-native kdb+ platform design. Mentor and lead a team of kdb+ / q developers - code reviews, architectural guidance, and standards enforcement. Engage senior stakeholders - Quant Analysts, Traders, Risk Managers, CDO - presenting platform strategy and roadmap. Manage KX Systems vendor relationship - support escalations, licence management, and product roadmap alignment. What We're Looking For 8+ years of hands-on kdb+ / q development in capital markets or quantitative finance environments. Expert q language proficiency - functional programming, performance optimisation, and complex analytics in production. Deep kdb+ architecture expertise - tickerplant, RDB, HDB, IDB, gateway, and CEP at enterprise scale. Strong market data knowledge - Bloomberg, Refinitiv, ICE feed management across equities, FX, fixed income, and derivatives. Proven kdb+ streaming experience - Kafka or Solace integration for high-throughput real-time pipelines. Strong Python / PyKX skills for quantitative analytics and kdb+ data science integration. Experience with kdb+ cloud deployment - AWS / Azure, Docker, Kubernetes. Demonstrated technical leadership - leading kdb+ teams and setting architectural standards. Excellent communication skills - engaging traders, quant analysts, risk managers, and senior technology leadership. Nice to Have KX Insights Enterprise / KX Platform experience. Low-latency networking - DPDK, RDMA, kernel bypass. Algorithmic trading infrastructure - OMS, EMS, FIX / ITCH protocol. kdb+ C API / FFI for native C / C++ integration. KX Developer Certification. Experience in Investment Banking, Hedge Fund, Asset Management, or HFT environment.