AI Labs Senior Data Engineer, KDB Developer, Contract
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- Intérim, Plein-temps
- 14 juil. 18 2018-07-14
You are a confident and self-motivating senior KDB+ developer with an excellent understanding of data engineering and time series analysis, and deep exposure to at least one of the financial markets.
To accelerate our digital ambition, we have created a Centre of Excellence for Artificial Intelligence (AI), to develop AI solutions and advance their practical applications in the Wholesale business. AI technology offers the potential for revolutionising client servicing as well as revenue enhancement in our core businesses. The team operates globally in London, New York and Tokyo and is responsible for providing solutions for the execution and pricing platforms in the dealer-to-client and dealer-to-dealer spaces, as well as surveillance and other initiatives.
Central to the initiative is an effort to consolidate the collection and distribution of high velocity and rich content data, and integrate the machine learning and AI tooling needed to provide a best-in-class, cloud-enabled, data science environment. Historical public market data and associated internally produced data is in-scope for the platform, together with any reference datasets needed to support the analysis flow.
This is a very exciting opportunity to be a key part of this growing AI team. You will be engineering a high performance data and AI platform, with trader automation as a core concept, and will be working with internal teams to ensure our solutions are enhancing cross-product functions.
You are a confident and self-motivating senior KDB+ developer with an excellent understanding of data engineering and time series analysis, and deep exposure to at least one of the financial markets (Equities, Rates, Commodities, Structured Products, and/or Derivatives), and also have exposure to developing in Python. You are client focused and are comfortable communicating with stakeholders across the bank. You are at home developing in a flat, cross-discipline team and value feedback from both the team and clients. You can manage expectations effectively and have a demonstrable track record of owning delivery of a high profile product to demanding business users. You are familiar with the market, and understand the value of intuitive, robust and reliable solutions, and provision of them to a trading desk.
Skills, experience, qualifications and knowledge required
- Experience in providing MIS solutions for etrading (any market)
- Experience in processing high velocity, large and rich data
- Experience with Q/Kdb+ for capture and serving of data
- Experience with Python
- Database and middleware experience (JMS, 29 West/Informatica, ZeroMQ, Tibco RV, Oracle, Sybase, DB2)
- Auxiliary development process skillset (GIT, Maven)
- Advanced Q/KDb+ including exposure to the new ML capabilities
- Advanced Python
- Exposure to the Python data science ecosystem (Numpy, Scipy, Scikit-learn)
- Exposure to Tensorflow, Theano and/or other AI solutions
- Exposure to Kubernetes Python CLI and a cloud provider Python CLI (GCS, AWS or Azure)
- Functional Programming and Object Orientated design and development, design patterns
- Exposure to C/FFI and integrating libraries with Q/KDB+/Python
- Exposure to Java (e.g. multi-threading, GC optimisation)
- Test automation technologies (e.g. Robot framework) including Jenkins
- Rates and (cash and derivatives) business experience, Bond analytics understanding, comfortable with key business concepts