
Overview
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.)