RIT Solutions, Inc.
Title- Series Data Engineer - KDB/q Specialist
Location-3 days hybrid in Dallas, TX, Locals only.
Duration-6+ months
Our client, a top-tier IT consulting company, has partnered with a leading Financial Institution in Dallas to hire a
Time-Series Data Engineer - KDB/q Specialist
to build and optimize time-series data pipelines for Global Markets. Specializes in KDB+ and q language to support high-frequency trading, tick data storage, backtesting, and risk analytics. Ensures low-latency, scalable ingestion and querying of billions of time-series records per day. Required Skills and Qualifications : • Design tick data schemas with partitioning and compression strategies. • Develop and optimize q queries for traders, quants, and risk teams. • Support tick replay systems for backtesting and regulatory compliance. • Strong expertise in KDB+ and q language. • Understanding of high-frequency trading systems and time-series analytics. • Skills in schema design, partitioning, compression, and performance tuning.
Time-Series Data Engineer - KDB/q Specialist
to build and optimize time-series data pipelines for Global Markets. Specializes in KDB+ and q language to support high-frequency trading, tick data storage, backtesting, and risk analytics. Ensures low-latency, scalable ingestion and querying of billions of time-series records per day. Required Skills and Qualifications : • Design tick data schemas with partitioning and compression strategies. • Develop and optimize q queries for traders, quants, and risk teams. • Support tick replay systems for backtesting and regulatory compliance. • Strong expertise in KDB+ and q language. • Understanding of high-frequency trading systems and time-series analytics. • Skills in schema design, partitioning, compression, and performance tuning.