KDB Developer

Phi Partners is a global boutique Capital Markets IT consultancy with nearly two decades of experience providing expert services, technology and advisory to large financial institutions including investment banks and hedge funds on how to leverage technology to improve their operations and services.

Our specialisation in Front Office, Cloud and Risk and Data Analytics Technologies applied to capital markets has been a gateway into the world's renowned financial institutions. Our ability to provide end to end solutions, from strategy development to technology implementation and ongoing support helps us provide tailored solutions that meet client's unique needs.

About The Client
One of our clients is the Investment and Corporate Banking subsidiary of a highly-reputed global Tier-1 bank with over 7000 employees in their service. One of the top five largest banks in North America, this institution manages assets of over $650bn and is renowned for being a trusted partner with a consistently high capital base and established presence in all the mature Capital Markets worldwide. This client is undergoing a radical change program to modernize and produce a cross-asset externalized pricing and risk framework across their Vendor system landscape. Recent world class appointments within senior technology and business management are heading the drive for major change.

About The Role
The project involves processing, analyzing, and managing large-scale time series market and transaction data for financial institutions. It requires handling various market data sources, including NYSE TAQ, TRTH, Bloomberg, Wombat, Exegy, and Quant House. The focus is on developing and optimizing data analytics solutions using KDB+, scripting, and automation tools in a Linux environment. The project supports pre-trade and post-trade analytics, algorithmic trading strategies, and market infrastructure improvements.

• Develop, optimize, and maintain data analytics solutions for market and transaction data using KDB+.
• Work with large-scale time-series data, ensuring efficient data ingestion, storage, and retrieval.
• Develop and maintain scripts using Bash, Python, and Perl for automation and system integration.
• Collaborate with cross-functional teams in an Agile environment to enhance data analysis capabilities.
• Work with market data products such as Bloomberg, NYSE TAQ, and TRTH to support trading and analytics.
• Utilize Git, Jenkins, Nexus, Jira, and Docker for version control, CI/CD, and deployment management.
• Ensure system performance and reliability in a fast-paced trading environment.
• Support trading infrastructure with an understanding of equity markets and algorithmic trading.

The ideal candidate

• Core Skills: KDB+, time-series data analytics, Linux, scripting (Bash, Python, Perl).
• Market Data Expertise: Experience with NYSE TAQ, TRTH, Bloomberg, Wombat, Exegy, Quant House.
• Agile & DevOps Tools: Git, Jenkins, Nexus, Jira, Docker.
• Database & Programming: SQL, C++/Java (desirable).
• Domain Knowledge: Equity markets, trading infrastructure, pre/post-trade analytics, algorithmic trading.
• Additional Skills: Machine learning, pattern recognition, build and deployment management, FX trading knowledge.

The right candidate will have strong communication, problem-solving and analytical skills, allowing them to think clearly under pressure, and will be able to construct solutions in a clear manner.

Next steps

This opportunity will give you fantastic exposure to Front Office investment banking areas while working on a critical and cutting-edge greenfield development initiative for a banking group that is held in high esteem on an international scale.

If you are interested in this role, please email me your CV at along with your availability for a phone call, so we can discuss further.