A1X Trading
Senior Quantitative Data Engineer (kdb+/Python)
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Senior Quantitative Data Engineer — kdb+/Python
About A1X
A1X is a principal trading firm active in digital-asset derivatives. We combine systematic research, quantitative modelling, and precision in execution to deliver consistent performance across market cycles. Founded by a Bitcoin derivatives trader active since 2012 and built by a team of quantitative researchers and engineers, A1X combines the agility of a proprietary desk with institutional discipline.
The Role
We’re seeking a Senior Market Data Engineer to join our engineering team and play a key role in our systematic options trading operation. You will be responsible for designing and building the market data platform that underpins quantitative research and trading. You will develop high-performance kdb+/q and Python systems to ingest, validate, store and serve large-scale financial market data while working closely with quantitative researchers, traders and engineers.
Location
UK or Remote (European Timezone)
Responsibilities
- Ingest and transform tick level crypto market data from multiple sources into validated, cleaned and bespoke timeseries datasets for quantitative research, handling time gaps, duplication, bad prints, crossed books and other invalid or stale entries with automated detection and repair processes.
- Design, maintain and optimise kdb+ infrastructure to support growing research and trading workloads.
- Provide access to quantitative model inputs for a given event-time, including book state and other measured or derived features, that respect geographical latency.
- Develop and maintain resampled, enriched and derived datasets covering topics such as market microstructure, volatility surfaces, term structures, skew, implied volatility, Greeks and risk-model outputs.
- Build Python tooling to support quantitative research, backtesting, data exploration and model development.
- Optimise system performance with well-considered algorithms, architecture, data structures and memory, CPU and IO usage, alongside techniques like latency analysis and caching
- Contribute to secure, scalable market data access by enhancing our internal gateway services.
- Maintain historically accurate instrument reference data and consistent mappings across exchanges and data vendors, including strikes, expiries, option types, contract multipliers and settlement conventions.
- Reconstruct full and depth-limited order books from snapshots and incremental updates, including price-level insertions, modifications and deletions, and produce event-time book states, snapshots and aggregated datasets required by quantitative models.
- Assist in disaster recovery planning and infrastructure resilience.
- Provide iterative improvement to our metrics, alerts and dashboarding systems
- Understand quantitative researchers’ requirements and translate them into efficient software components
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Requirements
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- Minimum 5 years' experience developing kdb+/q and Python systems within financial markets
- Experience building low-latency, real-time market-data feed handlers and pipelines.
- Strong understanding of market-data sequence handling, replay, recovery and timestamp semantics.
- Experience handling large-scale, high-frequency financial market time-series data from different geographical sources.
- Experience reconstructing order books from snapshots and incremental updates.
- Experience with HPC, networking, IPC, memory management and performance profiling on Linux.
- Experience with automated testing, CI/CD and production support.
- Ability to work directly with quantitative researchers, traders and trading-system developers.
Desirable
- PyKX
- NumPy, Pandas, Polars, Numba, PyArrow or Parquet
- Cryptocurrency exchange APIs
- AWS (including S3, EC2, EBS, CloudWatch, IAM, Kinesis)
- Binary protocols such as SBE or Protobuf
- Experience with monitoring and observability tooling such as KX Dashboards, Prometheus & Grafana
- Docker, Kubernetes, Terraform or equivalent deployment tooling
- Distributed time synchronisation algorithms (PTP, NTP)
- Wireshark for latency and packet analysis
Benefits & Perks
- Annual bonus
- Flexible work arrangements
- Training & Development Budget
- Comprehensive Health & Dental Insurance
- Wellness Program
- Generous Paid Leave
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