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Quantitative Developer – Equities Technology

Millennium
London
1 month ago
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Join to apply for the Quantitative Developer – Equities Technology role at Millennium

Join to apply for the Quantitative Developer – Equities Technology role at Millennium

We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm’s central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.

Job Duties

  • 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

Qualifications

  • 5+ years of professional experience in a front-office, financial services environment as a senior contributor
  • 10+ years cumulative, professional experience
  • Strong background in data structures, algorithms, and object-oriented programming in C++, including:
  • 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

Seniority level

  • Seniority levelMid-Senior level

Employment type

  • Employment typeFull-time

Job function

  • Job functionFinance and Sales
  • IndustriesInvestment Management

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