Feature Framework Engineer

About the Role

The Systematic Platform Execution & Exchange Data (SPEED) Team is at the core of Millennium’s Equities, Quant Strategies, and Shared Services Technology organization, powering the firm’s lowest latency solutions for systematic and high frequency trading. SPEED delivers the live trading and market data platforms used by portfolio managers and risk systems, including Latency Critical Trading (LCT), DMA OMS (Client Direct), DMA market data feeds, packet capture (PCAPs), enterprise market data, and intraday data services across latency tiers from sub100 nanoseconds to millisecond sensitive workflows. By building and operating this execution and data infrastructure, SPEED enables portfolio managers and researchers to compete effectively in the most time-critical markets.

As a Senior Feature Framework Developer on SPEED, you will design and build the most latency-critical components of our trading system, aiming for best-in-class performance. You will also work on scaling the platform to handle growing data volumes while maintaining a small footprint. Collaboration with systems engineers, senior software engineers, and senior quantitative researchers is key, as is operating and optimizing these systems in production. The role offers clear opportunities to grow into technical and team leadership as the effort scales.

Responsibilities

• Design, implement, and maintain high-performance C++ services handling high message rates and low-latency workloads.
• Optimize existing components for latency, throughput, and CPU/memory efficiency.
• Develop and tune networking, messaging, and I/O layers to handle large data volumes reliably.
• Profile and debug performance issues at application, OS, and network levels.
• Collaborate with quantitative, trading, and infrastructure teams to translate requirements into robust technical solutions.
• Write clean, production-quality code with appropriate tests and documentation.
• Participate in code reviews, design discussions, and continuous improvement of engineering practices.

Requirements

• Strong proficiency in modern C++ (C++17/20 or later).
• 5+ years of experience building performance-critical, real-time, or low-latency systems (e.g., networking, trading systems, telemetry, gaming engines, or similar).
• Strong knowledge of computer science fundamentals: data structures, algorithms, memory management, and optimization.
• Experience using profiling, benchmarking, and performance analysis tools (e.g., perf, valgrind, flame graphs, CPU/memory profilers).
• Proficiency with version control (Git) and standard build systems (CMake, Ninja, etc.).
• Excellent problem-solving skills and attention to detail; ability to work in a fast-paced environment.
• Strong interpersonal skills with a proven ability to navigate large organizations, create cross-team synergies, and influence outcomes.
• High accountability and ownership; able to self-manage time, set priorities, and meet deadlines.

Qualifications

• KDB/Q experience for large market data.
• Modern data analysis with PyTorch, pandas, and tools including Apache Arrow.
• Familiarity with basic statistics as applied to financial research.

Preferred Qualifications

• Experience with kernel bypass or user-space networking technologies (e.g., DPDK, RDMA, VMA, Solarflare/OpenOnload).
• Familiarity with AI productivity-enhancing coding tools.
• Experience in financial markets, market data distribution, order routing, or exchange connectivity.
• Experience with monitoring/telemetry for high-performance systems (latency histograms, throughput metrics, SLAs).
• Familiarity with scripting languages (e.g., Python, Bash) for tooling and automation.

Skills

• Obsessed with performance, measurement, and data-driven optimization.
• Comfortable owning features end-to-end and operating in a production environment.
• Clear communicator who can work closely with both technical and non-technical stakeholders.
• Proactive, self-directed, and able to thrive in a highly iterative environment.

Pay

The estimated base salary range for this position is $175,000 to $250,000, specific to New York. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, individual experience level and qualifications are considered to formulate a competitive total compensation package.