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 firm including directly by portfolio managers, risk managers, and is integrated into several applications.  Alongside contributing to the development of this library, an important role is interacting and supporting all users, gathering requirements, and facilitating integration.  Strong communication skills are a must as is a commitment to support users.

Responsibilities:

• Building and maintaining development of our in-house quantitative pricing library (C++)
• Nourish the integration of this library into upstream applications
• Maintain and enhancing the eco-system around the library, including communication with other systems
• 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)
• 3+ years of professional experience as a quant developer, strat, or software engineer
• Modern C++ programming experience in C++17 and above, ideally cross-platform (Linux/Windows)
• Ability to write efficient, high performing code
• Strong analytical and mathematical skills
• Strong 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

Optional:

• 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.