Data Scientist with kdb+/q (FX & Derivatives): EU candidates

The role (open to EU candidates)

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. We are very flexible on where you are based.

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.

** Please note:**

• If you lack kdb/q or data science, we won't progress your candidacy
• Please apply through this job post rather than writing to our individual team members

What you will do

1. Design, query and optimise kdb+/q data structures over tick and time-series data
2. Build statistical and machine-learning models on trade, quote and execution data
3. Turn analysis into repeatable, adjustable and production-quality pipelines and reporting
4. Work with pricing, execution quality and risk questions across FX and derivatives
5. Present findings clearly to technical and commercial stakeholders

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

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, speculative or automated applications, or any CVs with white text.