Millennium is looking to solve the problem of enabling new trading opportunities across businesses and regions by leading the construction and maintenance of high-performance, low-latency C++ systems that ensure the best possible execution performance.
Requirements
- Proficiency with new features of C++17 and C++20
- Proficiency with multithreading and asynchronous environments
- Strong understanding of low-latency and real-time system design and implementation.
- Strong understanding of Linux system internals and networking.
- Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures.
- Familiarity with python for quantitative research and data-oriented processing.
- Familiarity with analysis of execution algorithm performance.
Responsibilities
- Lead, mentor, and manage a team of quantitative developers, fostering a collaborative and high-performance culture.
- Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
- Work directly with central trading teams to optimize the firm’s overall execution performance.
- Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
- Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
- Assist in building and maintaining our automated tests, performance benchmark framework, and other tools.
- Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment
Other
- Lead, mentor, and manage a team of quantitative developers, fostering a collaborative and high-performance culture.
- Bachelor’s degree or higher in Computer Science, Engineering, or a related quantitative field.
- 12+ years of cumulative professional experience in software development.
- 7+ years of professional experience in a front-office, financial services environment, with a proven track record as a senior contributor or technical lead.
- Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment
