Software Engineer, Cap Arb PM Tools

Millennium, a leading investment firm, is seeking an experienced and dynamic Senior Software Engineer to join a new team working on pioneering projects in Capital Structure Arbitrage (Cap Arb). This role lies at the intersection of sophisticated technology and innovative investment strategies, designed to support the Portfolio Management community.

About the Team

Our team plays in impactful role in liaising between equities and fixed income at Millennium through technology innovation. We focus on two primary areas:

Platform Development: We’re building a python-based platform that integrates datasets, analytics/pricing systems, and technology platforms across the firm. You'll be shaping a new system to standardize market data; to link diverse securities, derivatives and entities; to power research, exploration and backtesting workflows; and to build valuable, unique, seamless front office apps front office tools.

Rapid Application Development: You'll be part of a specialized set of engineers responsible for deploying the platform to PMs and for building robust front office tools and systems to support PMs in trading, risk management, opportunity screening, technical/systematic analysis, and research.

Responsibilities

This is a heavy hands-on engineering role, and you will be expected to:

• Design, build and maintain elegant, robust and high-performance APIs and services

• Ensure that our system is extensible, scalable, reliable and meets agreed-upon SLAs for both external users (PMs) and internal users (your teammates)

• Craft code that meets an exceptional standard for maintainability, readability and best practices

• Recognize technical debt, and propose and implement solutions on your own

• Advocate for improvements to product quality and performance

Requirements

• 8+ years of experience as a back-end or full-stack engineer, ideally on a front-office team at a hedge fund, focused on scalability, reliability and API design

• 6+ years of experience with Python

• Strong preference for working experience with fixed income products, especially basic pricing & analytics; ideally for front-office, investment management population

• Demonstrated experience with building a product and rapidly iterating based on user feedback

• Proficiency & thoughtfulness around API design, testability/readability and system architecture

• Proven ability to work in a fast-paced development environment and deliver timely results

• Demonstrated use of data-driven approaches to experiment, measure success and iterate

• Ability to navigate complex technical and product-related issues

• Proactive, effective communication and a bias towards action

We're doing things differently At Millennium. Come be a part of a high-performing team that's building out new platforms, discovering innovative solutions, and consistently moving the needle.