Quantitative Developer

About Millennium

Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium's mission is to deliver results for our investors.

Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.

The Information Technology organization is core to the health and growth of Millennium's business, supporting a flexible, scalable technology environment and advanced proprietary systems across the firm. This team builds and operates the C++ backend services that power Millennium's real-time risk and P&L platform — a distributed system of microservices running on AWS/Kubernetes, processing large-scale financial data with strict latency requirements.

The team works on production services that run 24/5, collaborating closely with quantitative developers, platform engineers, and business stakeholders.

• Design, build, and operate high-performance C++ services that compute real-time pricing, risk, and P&L across fixed income and credit instruments
• Own service reliability end-to-end: monitoring, alerting, incident response, and root cause analysis in a live production environment
• Write thread-safe, exception-safe C++ code for concurrent, near-real-time workloads with hard latency targets
• Optimize service performance — profiling hotspots, reducing memory allocations, improving cache behavior, and tuning throughput under load
• Integrate C++ services with upstream and downstream systems via Kafka, Protobuf, and internal APIs
• Contribute to the CI/CD pipeline: automated regression testing, A/B deployment, and blue/green release management
• Promote engineering best practices: code review, RAII patterns, and robust error handling in a multi-threaded environment

• Bachelor's degree from a leading university in Computer Science, Software Engineering, or a related discipline; advanced qualifications are a plus
• Up to 5 years of professional experience in C++ service/systems development, with strong hands-on experience in modern C++ (C++17/C++20): move semantics, smart pointers, RAII, templates, constexpr
• Solid understanding of multithreading and concurrency: mutexes, atomics, lock-free structures, thread pools, and race condition debugging
• Experience building and operating long-running backend services (not just libraries or batch jobs)
• Familiarity with service-oriented architecture, message queues (Kafka or similar), and serialization frameworks (Protobuf, Flat Buffers)
• Proficiency with Linux, GDB/LLDB, profiling tools (perf, Valgrind, Address Sanitizer), and CI/CD pipelines
• Strong analytical and troubleshooting skills — comfortable diagnosing production issues under pressure
• Ideal experience with reactive or event-driven programming patterns, containerized deployments (Docker, Kubernetes), and/or exposure to financial services, pricing models, or risk systems

Millennium offers a total compensation package which includes a base salary, discretionary performance bonus, and comprehensive benefits. 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.