The Algo Development Trading Technology team at Millennium is building a new Volatility Trading system and needs a Quantitative Developer to design, implement, and maintain options trading systems.
Requirements
- Deep understanding of financial markets, including equities, derivatives, options, and futures, is crucial.
- Strong knowledge of options pricing models, trading strategies, risk management, and market analysis is highly valued.
- Proficiency in quantitative analysis, mathematical modeling, statistics, and probability theory is essential for option pricing and analytics.
- Extensive experience with C++ and solid understanding of modern C++ features, multithreading, and low-level programming.
- Proficiency in software development methodologies, version control systems, and debugging tools.
- Experience with C++ testing framework such as google fixtures and code coverage tools as gcov.
- Familiarity with distributed systems, high-performance computing, and algorithm optimization.
Responsibilities
- Collaborate with quantitative analysts and traders to translate their strategies into efficient and robust code.
- Develop, optimize, and maintain software applications for options trading, primarily using C++, ideally version 17 or better
- Design and implement high-performance trading systems, ensuring reliability, scalability, and low-latency execution.
- Work closely with infrastructure teams to improve trading infrastructure, connectivity, and performance.
- Conduct thorough testing and debugging of software components, resolving any issues or discrepancies.
- Stay up-to-date with the latest developments in technology and trading practices to continuously enhance systems.
- Provide technical support and mentorship to junior developers, promoting best practices and knowledge sharing.
Other
- Bachelor's or Master's degree in Computer Science, Mathematics, or a related field.
- 5+ years of work experience in building automated options trading systems.
- Strong communication skills and the ability to collaborate effectively with cross-functional teams.
- Self-motivated, detail-oriented, and able to work independently in a fast-paced environment.
- Travel requirements not specified
