Quant Developer - Treasury
Responsibilities
- Take part in the development and enhancement of the back-end distributed system, providing high performance and high availability margin and stress cash calculations and simulations to Senior Management, Portfolio Managers and Treasurers.
- Work closely with Quant researchers and developers, tech teams, middle office and business management teams in London, New York, Tel Aviv & Miami.
- Design, develop and maintain data models, pipelines and warehouse and caching stores
- Build micro services on top of in-house models and integrate it into the existing system, using the latest technologies.
Requirements
Must-have qualifications/skills:
- Minimum 5+ years of experience developing systems in Python or other OOP background with Python knowledge.
- Minimum 3+ years of experience developing systems with Python/Golang and another OOP language (Java preferred)
- B.A. in computer science or another quantitative field.
- Experience with Cloud technologies
- Experience working with RDBMS (Postgres preferred) and other database technologies (data lakes, DuckDB, NoSQL)
- Good understanding of Design Patterns, Algorithms & Data structures
- Experience working with Git / GitHub and with CI/CD pipelines
- Ability to communicate effectively with senior stakeholders across the organization
- Able to work independently in a fast-paced environment.
- Detail oriented, organised, demonstrating thoroughness and strong ownership of work.
Nice-to-have qualifications/skills:
- Knowledge of Treasury cash management and margin methodologies
- Experience in the financial industry
- Experience with database technologies (RDBMS, lake, caches)
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.
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