Market Data Developer (C++/SQL/KDB/Q/perl)
Very Attractive
Based: Chicago Type: Permanent Start date: Flexible Date posted: 09/07/2009
Major quantitative hedge fund require a senior market data developer to join their dynamic team, its employees are highly driven and skilled in mathematics, data analysis, computer programming, and applications of technology.
This is a new position open due to rapid expansion and success of the fund. The Market Data Developer will work on research, development and maintenance of Market Data infrastructure. Market Data includes real-time and historical data used across entire firm and across wide range of asset classes.
The Market Data Developer will be responsible for the access, acquisition and maintenance of market data from a variety of sources, including: time series data, Market tick data captured from exchange market data interfaces and meta data
The ideal candidate should be an expert C++ programmer with strong experience of the KDB database and Q to create and maintain Q stored procedures.
Other key requirements are:
- Scripting (perl and/or python)
- SQL and data modeling skills
- Strong background in financial markets, financial products and historical market data.
- Understanding and experience working with market data
For further information please contact Daniel Morrison on 020 7780 6700 / 020 7025 0420, or alternatively via email Daniel.Morrison@AnsonMcCade.Com
Reference: EF*AMC*DM/4458. To apply for this vacancy: email Daniel Morrison