Quantitative Developer

The successful candidate will join the Quant/Technology team which designs, builds, and maintains the firm's core analytics software. This library has many users throughout the company including portfolio managers, risk managers, and is integrated into several key trading and risk monitoring applications. Alongside contributing to the development of this library, an important role is interacting and supporting all users, gathering requirements, and facilitating integration with various upstream systems. Strong communication skills are a must as is a commitment to support and engagement with colleagues using the analytics software.

Responsibilities:

• Building and maintaining development of our in-house quantitative pricing and risk library (C++)
• Facilitate the integration of this library into upstream applications
• Maintain and enhance the eco-system around the library, including communication with other departments and groups within the firm
• Writing documentation
• Promote C++ coding and design best practices

Requirements:

• Bachelor's degree in Math, Computer Science or other STEM discipline (higher qualification is a plus)
• 2+ years of professional experience as a quant developer, strat, or software engineer
• Modern C++ programming experience in C++17/C++20 or above, ideally cross-platform (Linux/Windows)
• Ability to write efficient, high performance, code
• Strong analytical and mathematical skills
• Excellent problem solving capabilities
• Able to work as part of a team in a fast-paced environment
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Nice to have:

• Experience working with quant pricing libraries and integration into trading and risk applications
• Experience working with tooling around software development including build, test, and continuous integration
• Knowledge of financial markets of any asset class (Equities, Credit, Rates, FX, Macro, Commodities, etc.)

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.