Quantitative Developer (C++) - 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 the firm’s central trading teams, with 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 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 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. #J-18808-Ljbffr Millennium