Data Engineer - KDB/Algorithmic Trading
Posted 1 day ago by Templeton and Partners
£800 Per day
Inside
Hybrid
London
Summary: The role of Data Engineer focuses on supporting a leading Algorithmic Trading team by building a scalable, high-performance data platform. The engineer will collaborate with Traders and Quants to enhance trading data services and optimize execution strategies. This position is a 12-month contract and requires expertise in kdb/q and various programming languages. The role is classified as inside IR35 and offers a hybrid working arrangement in the UK.
Key Responsibilities:
- Build & optimise Real Time + historical trading data services
- Deliver scalable data ingestion pipelines for high-volume market data
- Develop & extend analytical libraries used by Quants
- Ensure ultra-fast query execution for time-series workloads
- Support pre- and post-trade analytics and strategy performance
Key Skills:
- kdb/q (3+ years) - indicators, backtesting, tick data modelling
- Experience with time-series databases (kdb, shakti)
- Strong engineering skills: Python, PowerShell, C#, SQL
- Linux proficiency (Bash/Perl)
- CI/CD & Agile tools: ADO, GitHub, Jenkins, Nexus, Jira
- Data pipeline design & high-availability systems
Salary (Rate): £800 per day
City: London
Country: UK
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: IT
- Data Engineer - KDB/Algorithmic Trading
- 12-Month Contract | Inside IR35 | Hybrid (UK)
- £600-£800 per day
Templeton & Partners are urgently hiring a Data Engineer to support a leading Algorithmic Trading team. You'll work directly with Traders and Quants to build a scalable, high-performance data platform powering TCA, execution research, and trading strategy optimisation.
Key Responsibilities
- Build & optimise Real Time + historical trading data services
- Deliver scalable data ingestion pipelines for high-volume market data
- Develop & extend analytical libraries used by Quants
- Ensure ultra-fast query execution for time-series workloads
- Support pre- and post-trade analytics and strategy performance
Required Skills
- kdb/q (3+ years) - indicators, backtesting, tick data modelling
- Experience with time-series databases (kdb, shakti)
- Strong engineering skills: Python, PowerShell, C#, SQL
- Linux proficiency (Bash/Perl)
- CI/CD & Agile tools: ADO, GitHub, Jenkins, Nexus, Jira
- Data pipeline design & high-availability systems
Nice to Have
- Pre-/post-trade analytics
- Machine learning or pattern recognition experience
Soft Skills
- Confident working closely with Traders, Quants & Engineering teams
- Thrives under pressure in fast-paced trading environments
- Proactive, adaptable, and delivery-focused
Interested?
If you'd like more information please apply now!