Summary
Kim Tang is a Senior kdb+ Solution Architect with 11 years of experience building low-latency, high-frequency trading systems across major banks and trading firms, now at KX in Hong Kong. He combines deep expertise in kdb+/Q with C++, Matlab and R to design and optimise time-series platforms, having led FX and market-data teams at J.P. Morgan, Millennium and multiple stints at Bank of America. An active open-source contributor, Kim authored utilities like BTick (a behaviour-tag-pattern kdb+ system) and PyKDB to bridge kdb+ and Python, reflecting his focus on practical tooling that improves developer workflows. His background as a quant and PhD-trained researcher gives him a rare blend of rigorous quantitative thinking and production-grade engineering.
10 years of coding experience
10 years of employment as a software developer
PhD, PhD at University of Cologne
English, German, Chinese