Senior KDB+ Specialist – Fixed Income Algo Trading & Analytics at MARGO

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 ----- data-path-to-node="23,1"> .

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