About the Client
Our client is a tier-one global investment banking powerhouse renowned for its market-leading Fixed Income and Currencies (FID) franchise. They operate cutting-edge electronic trading platforms and real-time quantitative risk infrastructure across major international financial hubs. This position offers a 12-month contract with strong extension potential and substantial budget flexibility.
Key Responsibilities
- Support and enhance MacroRT, the core real-time risk and P&L platform for the FX trading desk during Hong Kong market hours (8:00 AM - 5:00 PM HKT).
- Engineer, optimize, and maintain high-performance KDB+/q tick-data architectures, analytics queries, and calculation engines.
- Partner with trading desk quants, risk managers, and front-office technologists to troubleshoot production issues and resolve calculation anomalies.
- Deliver scalable data pipelines to process high-throughput market data streams and compute intra-day risk metrics.
- Collaborate closely with globally distributed quantitative engineering squads based in London and Mumbai while driving autonomous local delivery.
- Design and implement technical improvements to boost system resiliency, calculation latency, and real-time reporting accuracy.
Requirements
- Degree holder or above in Computer Science, Financial Engineering, Mathematics, or a related quantitative technical field.
- Minimum of 5+ years of software development experience within financial services, market data, or trading technology environments.
- Deep hands-on proficiency in KDB+/q development, real-time database management, and large-scale data engineering.
- Sound baseline knowledge of market risk concepts, P&L prediction, and financial data structures (in-depth knowledge of complex instruments not required).
- Technical exposure to Python scripting or modern web frontend frameworks (React or Angular) is a strong advantage.
- Independent problem-solving mindset with fluent English communication to work seamlessly across global desks.
