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Serocor

KDB Engineer

London
Posted 1 day ago
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The Opportunity

We're looking for an experienced KDB+/q Specialist to join a high-performing engineering team building and evolving critical platforms that underpin Prime Brokerage, Financing, Intraday Risk, Market Data, and time-series analytics. These are business-critical systems that process high-volume, low-latency financial data and are used directly by front office, quantitative and risk teams.

You'll play a key role in designing scalable KDB+ solutions, optimising time-series data platforms, and partnering closely with traders, quants and business stakeholders to deliver robust, high-performance applications.

This is an opportunity to work on technically challenging engineering problems within a complex enterprise environment while influencing architecture and best practices across the KDB+ estate.

What You'll Be Doing

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

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Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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Strong

Only hits

No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.

  • Design, develop and optimise high-performance KDB+/q applications and data platforms.
  • Build scalable RDB/HDB architectures capable of supporting large-scale market data and analytics workloads.
  • Partner with trading, quantitative, risk and business teams to understand requirements and deliver innovative technical solutions.
  • Improve platform performance, resilience and operational stability.
  • Troubleshoot production issues and drive continuous platform improvements.
  • Contribute to technical design, engineering standards and mentoring within the team.

What We're Looking For

We're interested in engineers who have deep expertise in KDB+/q and enjoy solving complex engineering problems in high-performance financial systems.

You'll ideally bring:

  • Strong commercial experience developing applications using KDB+/q.
  • Deep understanding of time-series databases and distributed data architectures.
  • Experience designing, implementing and optimising RDB/HDB environments.
  • Experience working with Market Data, Risk, Financing, Prime Brokerage or Securities Lending platforms.
  • Strong Linux/Unix administration and scripting skills.
  • Experience supporting production systems within business-critical environments.

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Experience with any of the following would be advantageous:

  • Kubernetes
  • Kafka
  • Terraform
  • Ansible
  • Cloud platforms and cloud-native engineering
  • CI/CD pipelines and modern DevOps practices

Who You Are

Whether you're an experienced Senior Engineer looking for your next challenge or a Lead Engineer wanting to shape the future of a critical KDB+ platform, we'd love to hear from you. Please contact Lewis @ ARM on Lewis.Dunn@ARM.co.uk

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Skills

KDB+
q
Time-series Databases
RDB/HDB Architecture
Linux/Unix
Scripting
Market Data
Kubernetes
Kafka
Terraform
Ansible
Cloud Platforms
CI/CD
DevOps

Location

London, England, United Kingdom

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