Quantitative Developer - Central Liquidity Strategies
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 is one of the firm's central trading teams, with a focus on creating a low-latency framework for algorithmic trading. By constructing and maintaining this high-performance framework, this developer will be directly involved in a critical path for high volume trading with a core focus on the best possible technical and economic performance.
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. • Development of execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces. • Enhance the platforms 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 forquantitative research and data-oriented processing • Familiarity with analysis of execution algorithm performance
Estimated Base Salary Range 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. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.