Tapaas
Data Scientist with kdb+/q (FX & Derivatives)
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The role
You will own analytical work on high-volume trading and market data: building the datasets, models and measurements that our clients act on. This is a hands-on role combining genuine data science with production q development.
You will work directly alongside senior practitioners who have a deep, long-standing experience in FX market structure, execution and derivatives pricing. We are hiring for the long term and expect to invest in your development accordingly.
What you will do
- Design, query and optimise kdb+/q data structures over tick and time-series data
- Build statistical and machine-learning models on trade, quote and execution data
- Turn analysis into repeatable, adjustable and production-quality pipelines and reporting
- Work with pricing, execution quality and risk questions across FX and derivatives
- Present findings clearly to technical and commercial stakeholders
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Essential
- Demonstrable q / kdb+ experience — writing and tuning real q
- Demonstrable data science experience — statistics, modelling, Python (pandas, NumPy, scikit-learn) or equivalent
- Practical exposure to FX and derivatives (futures and options) data or markets
- Willingness to discuss and evidence both skill sets live, in person, including working through problems in q and in a modelling context
- Clear intent to build a long-term career in this domain
- Maturity in your professional approach — we are very open with our clients and you will be expected to demonstrate your work to expert client teams
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Desirable
- Time-series and microstructure analysis (spreads, slippage, market impact, TCA-style measurement)
- Cloud infrastructure, CI/CD, version control discipline
- Exposure to CFD or CEX broker, venue or liquidity-provider environments
We shall reply to all relevant applicants, but will not respond to agencies or speculative or automated applications. Please use LinkedIn to apply.
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