Job Description

EPAM is a leading global provider of digital platform engineering and development services. We are committed to having a positive impact on our customers, our employees, and our communities. We embrace a dynamic and inclusive culture. Here you will collaborate with multi-national teams, contribute to a myriad of innovative projects that deliver the most creative and cutting-edge solutions, and have an opportunity to continuously learn and grow. No matter where you are located, you will join a dedicated, creative, and diverse community that will help you discover your fullest potential.


We are seeking a highly skilled

KDB+/q Developer

to join our front-office technology team supporting algorithmic trading. In this role, you will develop and optimize time-series analytics systems for high-frequency trading (HFT) and electronic execution strategies. You will work closely with quants, traders, and technologists to build robust, low-latency solutions that analyze and visualize market microstructure data, execution quality, and strategy performance.

Responsibilities

Design, develop, and maintain KDB+/q-based data capture, analytics, and visualization platforms Optimize time-series data queries and real-time analytics pipelines for performance and scalability Work with quantitative researchers and algo developers to deliver high-performance metrics and diagnostics tools Integrate KDB systems with market data feeds, order management systems, and trading platforms Build dashboards and monitoring tools for algorithm performance and market behavior Maintain large-scale tick data stores, including data hygiene, normalization, and lifecycle management Collaborate with DevOps and Infrastructure teams to ensure system reliability and uptime

Requirements

6-12 years of experience in software engineering 5+ years of professional experience developing with KDB+/q in a financial or trading environment Solid understanding of market data (e.g., Level 1/2, order book dynamics, trades, quotes) Familiarity with algorithmic trading concepts such as VWAP, TWAP, arrival price, slippage, and market impact Strong background in time-series data structures, analytics, and performance tuning Proficiency in integrating KDB with other languages/systems (e.g., Python, Java, Kafka, REST APIs) Excellent problem-solving skills and a proactive, detail-oriented mindset Effective communicator who is able to collaborate across business and technical teams

Nice to have

Experience with real-time market data capture and event processing Knowledge of equities, FX, futures, or fixed income trading workflows Familiarity with data visualization tools (e.g., Dash, Grafana, custom q dashboards) Experience working in low-latency, high-throughput environments

We offer

Opportunity to work on technical challenges that may impact across geographies Vast opportunities for self-development: online university, knowledge sharing opportunities globally, learning opportunities through external certifications Opportunity to share your ideas on international platforms Sponsored Tech Talks & Hackathons Unlimited access to LinkedIn learning solutions Possibility to relocate to any EPAM office for short and long-term projects Focused individual development Benefit package: + Health benefits
+ Retirement benefits
+ Paid time off
+ Flexible benefits
* Forums to explore beyond work passion (CSR, photography, painting, sports, etc.)