Senior KDB+ Specialist – Fixed Income Algo Trading & Analytics

Join MARGO in the UK (London) – Perm & Contracting Opportunities MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in data-intensive trading and risk environments where real-time analytics, large data volumes, and high-performance engineering are critical. Joining MARGO means working on highly specialized data platforms while benefiting from a human-sized structure, close follow-up, and tailored career paths. **Business Context** You will work directly within the Front Office Fixed Income Algo Trading IT environment. This role sits in a fast-paced setting focused on real-time pricing, risk management, and trading algorithm performance for FI products. The platform supports: - Real-time and intraday market data streaming and time-series capture. - Fixed Income pricing, hedging, and risk analytics. - Ad-hoc statistical analysis of algorithm behavior, client behavior, and market impact. - Real-time trade and algorithm monitoring dashboards (e.g., Panopticon). **Role Overview** We are looking for a Senior KDB+ / q Specialist to work on real-time data and algo trading platforms. While centered on robust kdb+ development, the position features short feedback cycles and direct interaction with traders and production teams. We welcome candidates with strong kdb+ / q experience who thrive across: - Core kdb+ / q development & time-series architecture - 3rd line platform support & performance optimization - Technical business analysis & trader-facing requirement gathering **Key Responsibilities** - **Development & Analytics:** Design, develop, test, and deliver change on real-time KDB+ processes, including API and schema design for FI Algo desks. - **Business Interaction:** Liaise directly with traders to gather requirements, analyze algo performance, and build custom monitoring views (such as Altair Panopticon dashboards). - **Platform & Data Ownership:** Maintain and evolve time-series data models, optimize q code performance, and build compliance/monitoring tools. - **Support & Delivery:** Provide 3rd line technical support to production teams, participate in release processes (including occasional out-of-hours releases), and ensure software delivery compliance. **Technical Environment** - **Core:** kdb+ / q, TorQ framework, Linux/UNIX environments. - **Testing & CI/CD:** qspec, qunit, Gitlab CI/CD, JFrog Artifactory, Rundeck. - **Visualization & Tools:** Altair Panopticon (or similar monitoring tools). **Required Experience & Skills** **Essential** - Deep, hands-on experience with q/KDB+ in a front-office time-series environment. - Solid knowledge of Fixed Income (FI) products or quantitative finance. - Strong Linux/UNIX OS knowledge and performance monitoring mindset. - Proven track record in a trader-facing or front-office role with clear communication and systematic reasoning. - Degree in Computer Science, Mathematics, Physics, or Engineering. **Valued** - Experience with the TorQ framework, qspec, or qunit. - Exposure to Altair Panopticon dashboards. - Familiarity with modern software delivery, CI/CD pipelines, and Agile methodologies. **Why Join MARGO** - Direct impact on front-office algorithmic trading and risk architectures. - Flexible exposure across development, 3rd line support, and quantitative business analysis. - Agile team culture with short feedback loops and rapid delivery cycles (hours to days). - Human-sized consultancy with close support and long-term career focus. **Interested?** Apply on our website or at .