About the role

Architect and implement components for the firm's real-time data capture and analytics generation environment. Develop operational tools and integrate non-Kdb+ componentry while maintaining library-grade software.

What they look for

Kdb+ Q C++ Python Unix Linux Market data Order execution data Financial databases Data architecture Real-time infrastructure API implementation System design Data analytics Tick repository

Requirements

Requires 3+ years of experience with Kdb+/Q and large financial data sets in a Unix/Linux environment. Candidates must possess excellent communication skills and a proven track record of delivering industrial-grade infrastructure.

Full description

Kdb+ Engineer - Systematic Data Platform

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