About the Role
The Fixed Income & Commodities Technology team builds and supports trading applications that provide live risk and profit & loss calculations for Fixed Income and Commodities trading. These applications serve Portfolio Managers, Risk Managers, and trade-support functions like Middle Office and Valuations.
Responsibilities
- Work with portfolio management, risk, and engineering teams on application development, deployment, and architecture.
- Partner with quants, risk managers, and engineers globally to develop compute-intensive applications for quantitative modeling and processing thousands of datasets.
- Optimize the platform using network and systems programming and advanced techniques to minimize latency.
- Automate system maintenance tasks, end-of-day processing jobs, data integrity checks, and bulk data loads/extracts.
- Maintain, support, and enhance capabilities as new requirements arise.
- Partner with project managers and senior leadership to capture analytic requirements, monitor delivery, and manage expectations.
- Contribute to Millennium's collaborative culture by delivering timely solutions to Portfolio and Risk Managers firmwide.
Requirements
- 3-5+ years of professional software development experience using Java or C++.
- At least 1 year of experience with Rust.
- Strong SQL and database experience, particularly with DuckDB, Postgres, and other RDBMS.
- Experience with containerization, ideally Kubernetes and ArgoCD.
- Experience with scaled architectures and performance analysis and optimization of backend systems.
- Strong analytical, problem-solving, and communication skills.
- Ability to work independently in a fast-paced environment.
- Detail-oriented and organized, with strong ownership of work.
- Experience with Apache Kafka, Arrow, Parquet, and/or Avro.
- Cloud experience with AWS and/or GCP is a plus.
Skills
- Java
- C++
- Rust
- SQL
- DuckDB
- Postgres
- RDBMS
- Kubernetes
- ArgoCD
- Apache Kafka
- Apache Arrow
- Apache Parquet
- Apache Avro
- AWS
- GCP
Location
- New York
Work Type
- Full-time
Experience Level
- 3-5+ years
Education Level
- Bachelor's or Master's degree in Computer Science or another scientific field
Salary/Compensations
- $175,000 to $250,000
Benefits
- Base salary
- Discretionary performance bonus
- Comprehensive benefits
About the Company
- Millennium is a global, diversified alternative investment firm, founded in 1989.
- Defined by evolution, innovation and focus, Millennium's mission is to deliver results for our investors.
- Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning.
- With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time.
- Information Technology is core to the health and growth of our business — the firm's active, multi-manager model demands flexible, scalable technology and advanced proprietary systems, including the development of next-generation analytical and trading capabilities.
