KDB/Q Developer – Quant Research & Trading Platforms
Relocation to Warsaw, Poland (on-site, Mon–Fri 9–5)
Open to candidates based in Argentina
We’re expanding our GBM technology team and looking for a KDB/Q Developer to help build next-generation quantitative research and trade execution platforms used across global markets.
This role sits at the intersection of technology, data, and quantitative finance, working closely with traders and quants to design high-performance systems that process large-scale market data in real time.
We are specifically seeking Argentina-based engineers open to relocating to Warsaw, Poland for an on-site position.
What you’ll work on
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Develop and enhance scalable kdb+/q systems for research and execution
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Handle large volumes of time-series / market data
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Collaborate with traders, quants, and engineers to deliver innovative solutions
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Improve performance, reliability, testing, and automation
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Build systems used directly in live trading environments
What we’re looking for
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2+ years of kdb+/q (KX) experience in quantitative finance or trading
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Strong Python skills
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Experience with back-testing, signal research, or market data workflows
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Analytical mindset and strong problem-solving skills
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Comfortable working on-site and collaborating cross-functionally
Nice to have
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PyKX / PyQ
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Machine Learning
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Cloud tooling
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Low-latency or high-performance systems
Logistics
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On-site in Warsaw, Poland
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Monday–Friday | 9am–5pm
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Relocation support provided
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Candidates must be based in Argentina and open to relocation
If you’re interested or know someone who could be a good fit, feel free to reach out directly:
sgonzalez@strategicstaff.com