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.
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