Senior KDB​/q Software Engineer

Prime Brokerage Risk & Margining | Inside IR35 | £730 per day (Umbrella) | London Hybrid

We're currently looking for an experienced Senior KDB+ / q Software Engineer to join a leading financial services organisation on an initial 13-week contract
. This role will suit a hands-on engineer with deep expertise in KDB+/q development
, real-time data platforms, and Prime Brokerage post-trade risk and margining environments.

Working within a high-performing engineering team, you'll be responsible for the development, optimisation, support and enhancement of business-critical applications and data platforms supporting front-office and risk functions.

• Contract Length: 13 weeks
• Start Date: ASAP
• Rate: £545 per day Umbrella
• Engagement: Inside IR35
• Location: London (30 Fenchurch Street)
• Working Model: Hybrid

You will play a key role in developing and supporting large-scale KDB+ platforms that process and distribute high-volume market and business data. The successful candidate will bring strong domain expertise within Prime Brokerage
, Financing
, Securities Lending
, or Risk Management
, allowing them to quickly contribute to complex post-trade workflows and risk calculations.

Key responsibilities include:

• Designing, developing and optimising KDB+/q solutions within large-scale production environments.
• Enhancing real-time market and business data ingestion, processing and distribution capabilities.
• Managing and optimising KDB ticker plant, RDB/HDB architectures and historical data platforms.
• Supporting data feed onboarding, integration and data quality controls.
• Troubleshooting complex production issues and providing Level 3 support for critical applications.
• Working closely with business users, traders, quantitative analysts and technology stakeholders.
• Supporting platform reliability, monitoring, root cause analysis and continuous improvement initiatives.
• Integrating KDB platforms with wider technology ecosystems including Java, Python and messaging technologies.

• 10+ years' commercial experience developing with KDB+/q.
• Strong experience working within large-scale production environments.
• Deep understanding of Prime Brokerage post-trade risk and margining
  .
• Strong knowledge of time-series data modelling.
• Experience with KDB ticker plant, RDB/HDB architectures and performance optimisation.
• Proven production support and troubleshooting experience.
• Experience with in Financing, Securities Lending, Prime Brokerage or Risk domains.
• Experience integrating KDB platforms with Java and/or Python applications.
• Knowledge of event-driven and messaging architectures such as Kafka
  .
• Excellent communication and stakeholder management skills.

• Experience working directly with trading desks and quantitative teams.
• Platform reliability engineering and monitoring expertise.
• Exposure to enterprise-scale financial market data platforms.
• Experience improving data quality frameworks and controls.

• Degree in Computer Science, Engineering, Mathematics, Physics or a related technical discipline.