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=27Live vacancies asking for it
27
Share of quant roles
2.4%
Core quant vacancies mentioning it
Quant signal
1.74×
Versus other roles at the same firms
Firms asking
4
Across 6 cities
Based on 27 vacancy mentions across 4 employers. Counts come from employer-operated job boards we read directly; classification is rule-based and inspectable.
Which roles ask for it
Percentage of that role's live vacancies mentioning KDB+/q.
- Software engineer3% (11)
- Quant Developer14% (4)
- Quant Researcher2% (3)
- Quant Analyst10% (1)
- Quant Trader1% (1)
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
Last updated September 2026 · KnowQaunt 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.
KnowQaunt 2026.1 · Updated September 2026
These are indicative ranges pending first-party verification. They will be replaced by verified submissions as the Quant Salary Index dataset builds.