Lead KDB/Q Developer

You will join global IT team in Tier 1 European Investment Bank. Team is is responsible for designing, developing and operating a fast, real-time, time series big data application. We process in excess of 3TB of financial markets data per day - translating to over 4 billion records per day (for example, orders, trades and prices). You will be developing technical services to handle this data and to make it available for a variety of purposes. As examples, your services will be used:

o By our quantitative analysts in the tradng business for research and back-testing of their trading algorithms - these are used in the pricing, trading, hedging and orders algorithms for our Global Foreign Exchange business (GFX).

o For the testing and operation of our GFX algorithmic trading systems.

o For a wide range of data analytics.

o For reports for our customers, regulatory and internal financial markets trading desks

Development of the Big Data analytics real-time time-series platform and services e.g.

• Develop infrastructure and software for load balancing and scaling the architecture to support different business use cases and data growth.
• Development of tools and processes for automated deployment of services to our globally distributed infrastructure running on premise and on the cloud.
• Development of modules and services to be used as building blocks, such as data analytics, monitoring and metrics for both business trading and system events.
• Design and implementation of data feeds for trades, orders, exchange market data, tradable market prices and many other sources.
• Tuning and optimizing services and modules for performance and volume.

Operate according to industry best practices:

• Implement best-of-breed technical solutions based on agreed technical design, adopting industry standard development patterns and methodologies, including behavior-driven development with continuous integration / automated unit and integration testing.
• Work with other team members and liaise with nominated business stakeholders when required to ensure that business requirements are fully understood before commencing design and development.
• Draw-up detailed technical designs for components in response to business requirements and high-level technical architecture
• Fully test implemented solutions in advance of User Acceptance Testing
• Assist (when required) with the deployment of components to development and test environments
• Developers in our team are expected to own the end to end delivery of software from analysis through to release to production and support. We work in small iterative cycles and typically release software daily to production.
• Everyone in our team releases code to production, everyone in our team raises production change requests, everyone in our team does production support. Everyone.

• Participate in intra-day and overnight Support if and when required.

• Using the application’s functional and vector programming language to analyze and implement business requirements as requested.

• Experienced with Q language and KDB implementation
• Practical knowledge of Linux
• Must be passionate about technology and demonstrate their aptitude for exploring, learning and building technology.
• Be able to work well in a team and be an excellent communicator.
• Be interested in solving problems and flexible and adaptable in doing so.
• Be able to work under pressure and to deadlines in a dynamic environment.
• Interest in going through large datasets and information in order to understand issues and develop software solutions.

Experience in any functional programming languages

Experience in any procedural programming languages like C or Python

Experience of R or MATLAB or any other statistics/numeric programming language

• Competitive salary
• Luxoft Training Center
• Access to e-learning Library
• Individual development plans
• Long-term cooperation with possibility to gain experience in different projects and technologies
• A significant number of professional communities (Agile Community, Tech Community, Business Analysis Community, etc.)

• Group Life Insurance
• Private healthcare insurance – LuxMed. Unlimited access to specialist consultations with Dental Care included
• Medical costs reimbursement for employees (up to certain amount per quarter)
• Travel Insurance
• Benefit Program - Cafeteria and Multisport Card

• Various communities (sport, recreation activities, trips, board games, cultural and educational activities)
• Discounts program for employees – BeLux (banking offer, car leasing offer and cafeteria program discount)
• Convenient locations in a modern offices with game rooms
• Multinational projects for clients all over the world