C++ Engineer - Quant Team

C++ Engineer - Quant Team

This group offers bespoke modelling solutions across multiple asset classes, providing industry leading intraday and end of day price and risk analytics which empower the fund as a whole to carry out informed investment decisions.

Responsibilities

• Participate in development and support of existing micro services, as a whole, making up the distributed risk calculation system

• Effectively communicate with other technologists and research-focused teams alike, spread globally across EMEA, US and APAC regions

• Take ownership of whole software lifecycle, able to carry out a task starting from idea all the way to the user

Requirements

• Bachelor's degree in Math, Computer Science or other STEM discipline (higher qualification is a plus)

• 5+ years of professional experience with C++ language (expert understanding of modern C++ is a must)

• Strong written and verbal communication skills (proficiency in English is a must)

• Strong problem solving skills, understanding of standard data structures and design patterns

• Ability to work in fast-paced goal-oriented environment

• Attention to detail, high level of self-organization is a must

Successful candidate is likely to demonstrate:

• Experience working with modern development stack: source control systems, CI/CD, containers

• Experience working with Linux/Unix platforms

• Experience working with Python, Java, Kubernetes, Docker

• Basic understanding of financial markets and concepts, prior experience working in the industry

• Basic understanding of statistics, stochastic processes and discrete math

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. 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.