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4 - 8 years

5 - 8 Lacs

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Job Description

Build and maintain KDB microservices across hybrid infrastructure (Colo, Campus, Cloud) to support low-latency, high-throughput trading workflows in global equities markets. Strong understanding of equities trading , market microstructure , order types , and data normalization across venues and asset classes. Proven experience working in the Capital Markets domain , particularly within Equities Electronic Trading , Systematic Market Making , or Agency Execution environments. Deep expertise in KDB+/q and tick architecture for high-frequency, low-latency data environments . Develop real-time and historical analytics pipelines for market and execution data, enabling insights into order book dynamics , market impact , and execution quality . Automate reporting and dashboarding for trading desks , quantitative strategists , risk managers , and compliance teams , aligned with regulatory and internal audit standards. Provide robust data access, tooling, and production support to quantitative researchers , algo developers , and electronic trading strategists . Implement test automation using QSPEC to ensure system reliability, reduce operational risk, and support continuous delivery in a highly regulated trading environment . Familiarity with Agile/DevOps workflows , CI/CD pipelines , and production change management in a trading systems context. Low Latency, Microservice, Kdb, Trading

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Rarr Technologies
Rarr Technologies

Information Technology

San Francisco

50-100 Employees

488 Jobs

    Key People

  • Jane Doe

    CEO
  • John Smith

    CTO

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