Senior Quantitative Engineer, Systematic Cross Commodity at Millennium | England, GB | Rezi

Senior Quantitative Engineer, Systematic Cross Commodity at Millennium

Senior Quantitative Engineer, Systematic Cross Commodity

Millennium · England, GB

3 weeks ago

Senior Quantitative Engineer, Systematic Cross Commodity

Millennium · England, GB

22 days ago
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About the Role

We are a collaborative systematic trading team seeking a senior engineer to develop and maintain our core software and technical infrastructure, including tools for alpha research and production systems for feature engineering, portfolio construction, and trade execution.

Responsibilities

  • Develop sophisticated research tooling to enable and accelerate alpha discovery.
  • Develop real-time event-driven systems for signal computation, trade-decision-making and execution.
  • Design, implement, and maintain core systems and services for real-time data ingestion, retrieval, and distributed compute for research and production.
  • Oversee the ongoing operation of all system components to ensure resilience and detect defects.

Requirements

  • Expert engineer with a deep theoretical foundation and extensive systems design experience.
  • Significant expertise in both high-level and systems programming languages (Python and C++).
  • Exceptional attention to detail.
  • Strong intuition for the pragmatism-robustness tradeoff.
  • Ability to work well in a close-knit, start-up-style team.
  • Extremely strong computer science or engineering background.
  • Experience designing and implementing distributed systems.
  • Experience designing and implementing real-time event-driven systems.
  • Experience designing and implementing large-scale time series data ingress, storage, and processing.
  • Experience with the architectural design of large-scale software systems.
  • Experience with systematic futures trading.
  • Exposure to CICD-style implementation/release methodologies with a large complex codebase.
  • Prior role as a quantitative developer supporting a multi-asset systematic trading business.
  • Experience with a broad spectrum of finance-relevant data sources (e.g., tick data, fundamental data, and alternative data).
  • Functional understanding of foundational trading & risk management concepts.

Skills

  • Python
  • C++
  • Docker
  • Kubernetes
  • Ceph
  • MongoDB
  • Kafka
  • Numpy
  • Polars
  • Scikitlearn
  • Pytorch
  • DevOps
  • Version control
  • Testing frameworks
  • Release processes
  • Build systems
  • Communication skills
  • Problem-solving skills
  • Analytical skills

Location

  • London

Work Type

  • Full-time

Experience Level

  • Senior
  • 5+ years of experience

Education Level

  • Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field.

About the Company

  • We are a small, collaborative systematic trading team.
  • We are a high-impact, technology-driven business.