Skip to main content

Alexander Unterrainer

As a KDB/Q developer, I possess an in-depth comprehension of KDB-tick architecture, adequately managing market data storage, processing, and delivering cutting-edge APIs for advanced data analytics, transformation, and visualization. My educational background in Economics and Computational Finance equips me with a profound understanding of financial products and the complexities involved. Coupled with strong teamwork and communication skills, I seamlessly collaborate with colleagues and business stakeholders

Working Experience

Data Intellect (formerly AquaQ), Consultant [April 2023 - present]

I am currently an independent KDB/Q consultant engaged with a client of Data Intellect. As a senior developer my main responsabilities are developing and maintaining the internal KDB/Q stack (TorQ framework), capturing new data, creating APIs to access data, crafting dashboards to visualize data in Panopticon, and fostering close collaboration with fellow developers, quantitative developers, traders and quants.

HSBC - GFX KDB/Q Developer, Vice President [Feb 2020 - April 2023]

KDB/q developer working on the GFX platforms helping to design, build and run applications in the foreign exchange space as well as maintain and improve existing services. Main developer of a real time hitratio application to analyse how many RFQs (Request For Quotes) resulted in a trade. Developed a real time CEP that publishes data to an RDB. Reduced overnight job that took 60+ minutes to run into real time application. Integration of the data into an API that allowed the business to query the data and enhance it with additional information. Close collaboration with quants, quant devs and surveillance team members.

Technical Skills:KDB/Q, bash, python
Asset Class: FX and all corresponding derivatives such as Futures, Forwards, Options, NDF and Swaps

UBS - Quantitative developer specialised in KDB/q - Consultant[Dec 2018 - Dec 2019]

Quantitative developer specialised in kdb/q and cash equities derivatives. Working on tick data from market data providers such as Thomson Reuters and Bloomberg (both intraday as well as historical big data). Onboarding new data sets (new instruments) and integrating them into the current available APIs. Creating new APIs for end users. Close collaboration with Strats, Quants and Sales to backtest strategies for client trades.

Technical Skills: KDB/Q, bash
Asset Class: Equities and all its derivatices such as Options, Futures and Forwards

Morgan Stanley - KDB/q developer for Quantitative Structured Products - Associate [Sep 2017 - Dec 2019]

Responsible for building and maintaining first class automated trading systems, servicing key stakeholders in the Equity and Derivatives Business Areas such as Quants, Strats and Traders. Improving stability and scalability of the tick plant and associated access points/APIs, enhance the current design and add new features requested by the business. Working closely with the business to design and build q queries to achieve analytics objectives.

Technical Skills: KDB/Q, bash
Asset Class: Equities and all its derivatives such as Options, Futures, Forwards or other structured products

Citi - Technology Analyst 2nd Rotation - KDB/Q developer [Sep 2016 - Sep 2017]

Worked on data and analytics services in KDB+/q, providing real time and historical statistics on orders, executions, transaction costs, and market data to the Electronic Execution, Cash, and Program Trading Desk.

Personal Achievement:

Took ownership of a new greenfield project called QPB (Quantitative Prime Brokerage) running in three regions APAC, NAM, EMEA. Responsible for whole software life cycle including server setup, development, testing, release etc. Coordination of several teams in different regions.

Technical Skills: KDB/Q, bash
Asset Class: Equities, Options, Futures, Forwards

Citi - Technology Analyst 1st Rotation - Global Securitized Markets [Sep 2015 - Sep 2016]

As a technology graduate in Citi Centric Securitized Markets (CCSM) I was working on a new trading application for asset backed securities for the EMEA traders. This greenfield project includes development of both front and back end as well as database design and implementation.

Technical Skills: C#, HTML, CSS, Angular, SSIS, SSRS, SQL
Asset Class: Goverment Bonds, Municipal Bonds, Residential Bonds, Asset Backet Securities, Fixed Income


University College London UCL (United Kingdom, London) - MSc in Financial Systems Engineering - GPA: 75/100 - Distinction - Dean's List [Sep 2014 - Sep 2015]

Compulsory modules

Requirements Engineering and Software Architecture, Software Abstractions and Systems Integration, Validation and Verification, Tools & Environments, Financial Institutions and Markets, Financial Information Systems, Compliance, Risk and Regulation, Professional Practice Awards: Dean's List, commends outstanding academic performance, equivalent to the top 5% of student achievement

University of Essex (United Kingdom, Colchester) - MSc in High Frequency Finance and Trading - GPA: 87 - Distinction - [Sep 2013 - Aug 2014]

Compulsory modules

Agent-Based Modelling in Finance and Economics, High Frequency Finance and Empirical Market Microstructure, Programming Java, Quantitative Methods in Finance and Trading, Big Data for Computational Finance, Trading Global Financial Markets, Financial Market Analysis, Professional Practice and Research Methodology

Master dissertation: An electronic central limit order book for crypto currency pairs supervised by Dr. Steve Phelps.

Purpose: Create a basic framework for a crypto currency exchange where different crypto currencies can be exchanged against each other. The order book was completely build in Java.

Free University of Bolzano (Italy, Bolzano) - BSc in Economics and Management - GPA: 104/110 [Sep 2008 - Oct 2012]

Main modules

Economics, Management, Financial Mathematics, Statistics, Financial Markets and Institutions, Interest Rates Derivatives, Financial Risk Management, Advanced Computer Skills, Corporate Finance.

Bachelor Degree Thesis "Algorithmic Trading - An Overview" supervised by Prof. Alex Weissensteiner and Prof. Paolo Coletti.

Purpose: Introduce the reader to Algorithmic Trading and propose a new algorithm, developed by the author Skills: The ability to work hard and perform under pressure; the ability to absorb and critically assess vast amounts of information in a competitive setting. Effective and efficient time management to allow working experience alongside prolonged university hours

Skills Matrix

LanguagesK,ShaktiPython,Java,Bash, Matlab, VBAKDB/Q
ArchitectureKDB Tick
Business KnowledgeTime SeriesFX, Quantitative Finance, OptionsEquities, Tick data
OtherConfluence, git, JIRA, Bloomberg, Thomson Reuters, Panopticon

Personal Details


English , German , Italian


Italian, British

Driving Licence


Interests outside work

Finance, Quantitative Finance, Financial Markets, Code golf, Fitness (GYM, weight lifting), Martial Arts (Muay Thai, Brazilian Jiu-Jitsu), Music