Quantitative Developer (C++) - Central Liquidity Strategies

Job Duties

• Build out the C++ low-latency framework for algorithmic trading.
• Work directly with quantitative research to optimize the firm’s overall execution performance.
• Develop execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces.
• 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.

Qualifications

• 5+ years of professional experience in a front-office, financial services environment as a senior contributor.
• 10+ years cumulative, professional experience.
• A degree in computer science or a related field.
• Strong background in data structures, algorithms, and object-oriented programming in C++, including: Proficiency with new features of C++17/C++20/C++23.
• 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.

Pay

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.