Quantitative Developer
Overview:
In this role you will design, build, and operate high-performance C++ services that power real-time pricing, risk, and P&L for fixed income and credit instruments. You will work within Millennium's Information Technology group to ensure scalable, low-latency systems on AWS/Kubernetes, collaborating with quantitative developers and business stakeholders. The role emphasizes reliability, profiling, and efficient, thread-safe code under strict latency targets. You will shape production-grade services and advance engineering practices, contributing to a mission-driven, learning-focused tech organization. Compensation / Benefitsbase salarydiscretionary performance bonuscomprehensive benefits
Responsibilities:
- Design, build, and operate high-performance C++ services for real-time pricing, risk, and P&LOwn service reliability end-to-end including monitoring, alerts, incident response, and root cause analysis
- Write thread-safe, exception-safe C++ code for concurrent, near-real-time workloads with hard latency targets
- Optimize service performance via profiling, memory management, and cache tuning
- Integrate C++ services with upstream/downstream systems using Kafka, Protobuf, and internal APIsContribute to CI/CD with automated regression tests, A/B deployment, and blue/green release management
- Promote engineering best practices such as code reviews, RAII, and robust error handling in multi-threaded environments
Key requirements:
- Bachelor's degree in Computer Science, Software Engineering, or related discipline
- Up to 5 years of professional C++ service/systems development experience with modern C++ (C++17/20)
- Strong multithreading and concurrency skills (mutexes, atomics, lock-free structures, thread pools, race debugging)
- Experience building and operating long-running backend services
- Familiarity with SOA, Kafka, and Protobuf (or FlatBuffers)
- Proficiency with Linux, GDB/LLDB, profiling tools (perf, Valgrind, Address
- Sanitizer), and CI/CD pipelines
- Strong analytical and troubleshooting abilities, especially under production pressure
- Analytical problem-solving
- Troubleshooting under pressure
- Cross-team collaboration
- Modern C++ (C++17/20) including move semantics, smart pointers, RAII, templates, constexpr
- Multithreading and concurrency
- Kafka and Protobuf (or FlatBuffers)