Job Type
Job Details
The successful candidate will join a team that designs and develops an equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers. Must be a very strong hands-on developer. Must have good understanding of pricing and risk functionalities of a trading system. Must have experience in API level integration with quant model libraries. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.
Principal Responsibilities
Job requires building/maintaining an equity derivatives ticking risk system and its various calibration processes and workflows.
Job requires building pricing services wrapped around quant model libraries
Writing documentation.
Testing code via approved frameworks.
Qualifications/Skills
Expert level C++ and good Core Java skills
Server-side coding experience of at least 5 to 10 years.
Deep understanding of concurrent, multi-threaded application environments.
Expertise in Object Oriented design, Design Patterns, Unit & Integration testing.
Experience in developing real-time pricing/risk applications.
Experience with middleware messaging platforms is required.
General market knowledge of equity derivatives is desired.
5+ years of working with financial positions data and market data.
Knowledge of Unix/Linux is required.
Knowledge of Agile/Scrum development methodologies is required.
B.S. in Computer Science (CIS) or Mathematics or Physics.
Demonstrates thoroughness and strong ownership of work.
Good team player with a strong willingness to participate and help others.
Strong communication skills.
Documentation writing is a must.
Quick learner.
Cope with pressure, ambitious team members and changing project priorities.
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. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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.
About Millennium is a global alternative investment management firm, founded in 1989, which manages more than $56 billion in assets. Technology... Read more