Trade Surveillance is a part of post trade monitoring. Typically this looks at large amounts of data and tries to identify unusual patterns or outlying data points which highlight potential market abuse.
• Software programming using Q/KDB backend and UI development using Delta Stream Dash board builder.
• Perform data analysis and apply ML/AI based libraries for innovative solutions to the requirements / problems in Market Abuse Surveillance
• This role will work closely with business analysts and trade surveillance users
• Provide effort estimates of based on requirements to project managers
• Adhere to best practices, coding standards
• Keep the specification documentation updated and version controlled in Share point
• Hands on experience in Development using q/KDB / R/ Python in financial domain.
• Proficiency in using JIRA for issue tracking (SCRUM boards)
• Working experience as KDB architect. Ability to suggest solutions and design related to KDB development
• Improve how kdb+ components are built / tested / deployed.
• Analyze / benchmark new technology offerings and kdb features that could benefit kdb-using plants such as: containerization, distributed file systems, new storage technologies, Kafka, compression, encryption, etc.
• Work with Strats to develop novel ways of managing / analyzing data in q.
• Strong understanding of Financial Markets Asset Classes (FX, FI, Equities, Rates, Commodities & Credit), various trade types (OTC, exchange traded, Spot, Forward, Swap, Options) and related systems is a must.
• Education - Degree or above in Information Technology, Computer Science or equivalent
• Excellent verbal and written communications skills
• Good knowledge of release process and control procedures.
• Strong experience in dealing with geographically diverse teams globally
Nice to have
• Prior experience in using ML/AI libraries in solving real world problems is a definite plus
• Surveillance domain knowledge, regulations (MAR, MIFID, CAT, Dodd Frank) and related Systems knowledge is certainly a plus
English: B2 Upper Intermediate
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