Millennium Management

C++ Engineer - Latency Critical Trading Technology

The Latency Critical Trading team seeks a software engineer who is excited to architect, design, and implement low latency C++ systems that are robust, resilient, accurate, stable, and blindingly fast. By building and maintaining this high-performance infrastructure, this developer will help to position Millennium as a leader in the field of quantitative trading. You will shape the future of this industry while you work alongside other exceptional programmers and strategists to solve some of the most significant engineering problems in the world.

Job Duties

• Assisting in the development of an ultra-low latency exchange order gateway system and exchange simulator
• Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems
• Contributing towards the team’s technical direction by driving new initiatives
• Developing and optimizing large-scale parallel computation problems that requires large quantities of data shared across resources
• Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
• Helping build and maintain our automated test and benchmark framework, risk management, performance tracking, and other tools
• Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings (e.g. Solarflare, Mellanox NICs, different switches, different compilers and compiler flags, different OS options, etc.)
• Working closely with trading teams to gather requirements and develop solutions in a fast-paced environment
• Working with development and support teams to adapt to exchange technical upgrades

Qualifications

• A degree in computer science or a related field
• A strong background in data structures, algorithms, and object-oriented programming in C++
• Strong financial experience across multiple asset classes, particularly Options knowledge
• Strong understanding of multiple trading venue protocols and unique behaviors (for both Market Data, and Order Entry, with a focus on Order Entry)
• Strong understanding of low-latency and real-time system design and implementation
• Strong template, meta programming, and generic programming knowledge a plus.
• Comfortable with new features of C++17 and C++20
• Good understanding of Linux system internals and networking
• Deep understanding of CPU architecture and the ability to leverage CPU capabilities
• Knowledge of any other development language, including Java, Python, or Perl and shell scripts (a plus)

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.