Quantitative Developer, Systematic Equities

Quantitative Developer, Systematic Equities

Millennium | Posted Mar 9

Location:

Dubai

We are seeking a highly skilled Lead Software Engineer to architect, build, and scale the core trading infrastructure for a newly formed quantitative trading pod. You will lead the design and deployment of systems that support systematic strategies operating across global markets and time zones. This hands‑on leadership role involves collaborating with quantitative researchers and the Senior Portfolio Manager to turn ideas into production‑ready strategies.

• Technical Leadership & Architecture – design and maintain the trading system architecture, including data ingestion, signal generation, backtesting, execution, and risk management. Make decisions on technology stack, performance optimization, and scalability; ensure low latency, high throughput, and fault‑tolerant trading.
• Team Leadership & Collaboration – recruit and lead a small team of developers (sometimes quants), work closely with researchers and traders to translate strategy requirements into code, prioritize tasks, and mentor junior developers.
• Strategy Implementation Support – build and maintain research infrastructure such as backtesting frameworks, simulation environments, and feature stores; convert prototypes (e.g., in Python) into production‑grade code in C++ or C#.
• Execution & Infrastructure – optimize order execution systems, integrating with exchanges or broker APIs; implement real‑time risk checks, monitoring, logging, and alerting.
• Data Engineering & Management – oversee the pipeline for ingesting, cleaning, and storing market, alternative, and internal data; ensure data integrity and low‑latency access for trading and research.
• Dev Ops & Reliability – manage deployment pipelines, version control, and production support; ensure high system availability and rapid recovery.
• Security & Compliance – maintain infrastructure compliance with firm‑wide security standards; enforce robust version control, code quality, and documentation; conduct thorough testing and debugging.

• 1st class Bachelor's or Master's in Computer Science, Mathematics, Physics, Engineering, or related quantitative field.
• Fluency in C++ or C# for performance‑critical systems.
• Proficiency in Python for scripting, research integration, and data tools.
• Solid understanding of algorithms, data structures, and multithreaded / concurrent programming.
• Strong knowledge of SQL and modern database design (column stores, time‑series DBs).
• Familiarity with software engineering best practices: version control (Git), unit testing, CI/CD, logging, monitoring.
• Strong troubleshooting skills across distributed systems.

• 3+ years designing, building, and maintaining high‑performance trading systems, ideally in systematic equities or quant trading.
• Proven experience in handling large‑scale market data, order routing, DMA, event‑driven architectures, and real‑time systems with tight SLAs.
• Experience resolving performance bottlenecks, data inconsistencies, and system instability in production environments.

• Excellent communication skills – interface directly with researchers and traders, translate requirements, and explain technical decisions.
• Demonstrated initiative and ownership – drive projects independently while collaborating effectively.
• Comfortable in fast‑paced, iterative environments where priorities shift quickly.