4 - 8 years

5 - 8 Lacs

Posted:2 months ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

  • Build and maintain

    KDB microservices

    across hybrid infrastructure (Colo, Campus, Cloud) to support

    low-latency, high-throughput trading workflows

    in global equities markets.
  • Strong understanding of

    equities trading

    ,

    market microstructure

    ,

    order types

    , and

    data normalization

    across venues and asset classes.
  • Proven experience working in the

    Capital Markets domain

    , particularly within

    Equities Electronic Trading

    ,

    Systematic Market Making

    , or

    Agency Execution

    environments.
  • Deep expertise in

    KDB+/q

    and

    tick architecture

    for

    high-frequency, low-latency data environments

    .
  • Develop

    real-time and historical analytics pipelines

    for market and execution data, enabling insights into

    order book dynamics

    ,

    market impact

    , and

    execution quality

    .
  • Automate reporting and dashboarding for

    trading desks

    ,

    quantitative strategists

    ,

    risk managers

    , and

    compliance teams

    , aligned with regulatory and internal audit standards.
  • Provide robust data access, tooling, and production support to

    quantitative researchers

    ,

    algo developers

    , and

    electronic trading strategists

    .
  • Implement

    test automation using QSPEC

    to ensure system reliability, reduce operational risk, and support continuous delivery in a

    highly regulated trading environment

    .
  • Familiarity with

    Agile/DevOps workflows

    ,

    CI/CD pipelines

    , and

    production change management

    in a trading systems context.
Low Latency, Microservice, Kdb, Trading

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Rarr Technologies

Information Technology

San Francisco

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