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  • MARGO

    London

    • Join MARGO in the UK (London) – Perm & Contracting Opportunities

    MARGO is a tech-native consultancy delivering high value-added IT expertise to the financial services industry. We specialise in data-intensive trading and risk environments where real-time analytics, large data volumes, and high-performance engineering are critical. Joining MARGO means working on highly specialized data platforms while benefiting from a human-sized structure, close follow-up, and tailored career paths.

    Business Context

    You will work directly within the Front Office Fixed Income Algo Trading IT environment. This role sits in a fast-paced setting focused on real-time pricing, risk management, and trading algorithm performance for FI products.

    The platform supports:

    • Real-time and intraday market data streaming and time-series capture.

    • Fixed Income pricing, hedging, and risk analytics.

    • Ad-hoc statistical analysis of algorithm behavior, client behavior, and market impact.

    • Real-time trade and algorithm monitoring dashboards (e.g., Panopticon).

    Role Overview

    We are looking for a Senior KDB+ / q Specialist to work on real-time data and algo trading platforms. While centered on robust kdb+ development, the position features short feedback cycles and direct interaction with traders and production teams.

    We welcome candidates with strong kdb+ / q experience who thrive across:

    • Core kdb+ / q development & time-series architecture

    • 3rd line platform support & performance optimization

    • Technical business analysis & trader-facing requirement gathering

    Key Responsibilities

    • Development & Analytics: Design, develop, test, and deliver change on real-time KDB+ processes, including API and schema design for FI Algo desks.

    • Business Interaction: Liaise directly with traders to gather requirements, analyze algo performance, and build custom monitoring views (such as Altair Panopticon dashboards).

    • Platform & Data Ownership: Maintain and evolve time-series data models, optimize q code performance, and build compliance/monitoring tools.

    • Support & Delivery: Provide 3rd line technical support to production teams, participate in release processes (including occasional out-of-hours releases), and ensure software delivery compliance.

    Technical Environment

    • Core: kdb+ / q, TorQ framework, Linux/UNIX environments.

    • Testing & CI/CD: qspec, qunit, Gitlab CI/CD, JFrog Artifactory, Rundeck.

    • Visualization & Tools: Altair Panopticon (or similar monitoring tools).

    Required Experience & Skills

    Essential

    • Deep, hands-on experience with q/KDB+ in a front-office time-series environment.

    • Solid knowledge of Fixed Income (FI) products or quantitative finance.

    • Strong Linux/UNIX OS knowledge and performance monitoring mindset.

    • Proven track record in a trader-facing or front-office role with clear communication and systematic reasoning.

    • Degree in Computer Science, Mathematics, Physics, or Engineering.

    Valued

    • Experience with the TorQ framework, qspec, or qunit.

    • Exposure to Altair Panopticon dashboards.

    • Familiarity with modern software delivery, CI/CD pipelines, and Agile methodologies.

    Why Join MARGO

    • Direct impact on front-office algorithmic trading and risk architectures.

    • Flexible exposure across development, 3rd line support, and quantitative business analysis.

    • Agile team culture with short feedback loops and rapid delivery cycles (hours to days).

    • Human-sized consultancy with close support and long-term career focus. 

    Interested? Apply on our website or at [email protected].

     

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