Quantitative Developer at Millennium | NY, US | Rezi

Quantitative Developer at Millennium

Quantitative Developer

Millennium · NY, US

1 weeks ago

Quantitative Developer

Millennium · NY, US

8 days ago
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About the Role

Millennium is seeking a Quantitative Developer to join the Information Technology organization. This role involves building and operating C++ backend services for a real-time risk and P&L platform, supporting a distributed system of microservices on AWS/Kubernetes. The team works on production services that run 24/5, collaborating with quantitative developers, platform engineers, and business stakeholders.

Responsibilities

  • Design, build, and operate high-performance C++ services for real-time pricing, risk, and P&L across fixed income and credit instruments.
  • Own service reliability end-to-end, including monitoring, alerting, incident response, and root cause analysis in a live production environment.
  • Write thread-safe, exception-safe C++ code for concurrent, near-real-time workloads with hard latency targets.
  • Optimize service performance by profiling, reducing memory allocations, improving cache behavior, and tuning throughput.
  • Integrate C++ services with upstream and downstream systems using Kafka, Protobuf, and internal APIs.
  • Contribute to the CI/CD pipeline, including automated regression testing, A/B deployment, and blue/green release management.
  • Promote engineering best practices such as code review, RAII patterns, and robust error handling in a multi-threaded environment.

Requirements

  • Bachelor's degree in Computer Science, Software Engineering, or a related discipline.
  • Up to 5 years of professional experience in C++ service/systems development.
  • Strong hands-on experience in modern C++ (C++17/C++20), including move semantics, smart pointers, RAII, templates, and constexpr.
  • Solid understanding of multithreading and concurrency concepts.
  • Experience building and operating long-running backend services.
  • Familiarity with service-oriented architecture, message queues (Kafka or similar), and serialization frameworks (Protobuf, FlatBuffers).
  • Proficiency with Linux, GDB/LLDB, profiling tools, and CI/CD pipelines.
  • Strong analytical and troubleshooting skills, with the ability to diagnose production issues under pressure.
  • Experience with reactive or event-driven programming patterns is ideal.
  • Experience with containerized deployments (Docker, Kubernetes) is ideal.
  • Exposure to financial services, pricing models, or risk systems is ideal.

Skills

  • C++
  • C++17/C++20
  • Multithreading
  • Concurrency
  • Service-oriented architecture
  • Kafka
  • Protobuf
  • Linux
  • GDB/LLDB
  • Profiling tools
  • CI/CD pipelines
  • Docker
  • Kubernetes

Location

  • New York

Work Type

  • Full-time

Experience Level

  • Up to 5 years

Education Level

  • Bachelor's degree

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.
  • The firm's mission is to deliver results for investors through evolution, innovation, and focus.
  • Millennium empowers its people with independence and support, fostering collaboration, disciplined risk management, and continuous learning.
  • The Information Technology organization supports a flexible, scalable technology environment and advanced proprietary systems.