Millennium, a top-tier global hedge fund, is seeking a Quantitative Developer to build critical trading infrastructure for systematic US equity options trading. The goal is to leverage technology and data innovations to deliver high-quality returns.
Requirements
- Expert in C++
- Advanced programming skills in Python
- Strong Linux-based development
- Experience working in a technical environment with DevOps functions (Google Cloud, Airflow, InfluxDB, Grafana)
- Design and implementation of front-office systems for quant trading
- Knowledge of machine learning and statistical techniques and related libraries
- Experience as a quantitative developer supporting an intraday (or faster) system
Responsibilities
- Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of US equity options
- Develop software engineering solutions for quantitative research and trading
- Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team
- Build and maintain robust data pipelines and databases that ingest and transform large amounts of data
- Develop processes that validate the integrity of the data
- Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks)
- Live operation of such systems, including monitoring and pro-active detection of potential problems and intervention
Other
- Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background
- Extremely strong computer science or engineering background with 3+ years of experience
- Approx. 3-4 years of professional experience in a computer science/computational role
- Experience with the development practices of large tech (Google/Meta, etc.) or finance firms
- Experience with financial data
