Data · Specialised

KDB+/q

Why does KDB+/q matter in quant?

KDB+ and its query language q are the long-standing standard for tick-data storage and time-series analysis in trading. Demand is narrow but persistent, and specialists command a premium because the supply of experienced practitioners is small.

KDB skills concentrate in market-data and research-platform teams, particularly in London and at bank-adjacent systematic desks. The premium comes from scarcity rather than from breadth of demand.

Demand right now, measured

Early signaln=24

Live vacancies asking for it

Share of quant roles

Core quant vacancies mentioning it

Quant signal

1.34×

Versus other roles at the same firms

Firms asking

Across 7 cities

This skill: 24 vacancy mentions across 5 employers. Each vacancy is verified first-party and classified by a published rule set you can inspect.

Which roles ask for it

Percentage of that role's live vacancies mentioning KDB+/q.

Where it is being hired

Live vacancies mentioning KDB+/q, by city.

London
13
New York
6
Dublin
1
Hong Kong
1
Boston
1
Singapore
1
Warsaw
1

See all 24 vacancies asking for KDB+/q →

Roles requiring it

Where demand concentrates

Strategies it serves

Market making · Continuous
Statistical arbitrage · Intraday to weeks

Backgrounds this comes from

Bank market-data teams
Systematic research platforms

Other skills

C++Python Rust FPGA Low-latency systems Machine learning Statistics and probability Time-series modelling Market microstructure Linux and networking Distributed systems

Live opportunities

Roles that use KDB+/q

Open vacancies we track at quant firms, grouped by role and city. Adverts are anonymised.

Quant Developer jobs Quant Analyst jobs All live roles

Hiring for these roles? Brief the desk on a hire or check your fit for a role.

Research desk

Speak to a quant market specialist

Ask what a firm really pays, how a desk hires, or where your profile sits. One reply from the research desk, in confidence, no obligation.

Last updated September 2026 · KnowQuant 2026.1

Methodology

Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.

KnowQuantIndex 2026.1 · Updated September 2026

Modelled bands describe the market, not an individual offer. Where an employer states pay, the stated figure is used and labelled as such.