C++ Software Engineer – Trade Capture

Millennium•New York, NY

2d•$175,000 - $250,000

About The Position

The C++ Software Engineer will work on Millennium’s Trade Platform Engineering team within Information Technology, building and supporting systems that capture, process, and deliver trade and execution data. The role focuses on developing reliable, event-driven trade processing and platform capabilities, supporting migration from legacy systems, and ensuring accurate data delivery across workflows and asset classes. The engineer owns features from design through implementation, testing, deployment, and operational support, and works with business and technology partners to understand workflows and deliver practical solutions.

Requirements

Knowledge of post-trade systems and workflows, including trade capture, lifecycle processing, allocations, reconciliation, and downstream accounting or back-office integration.
At least 5 years of experience developing server-side C++ applications on Linux.
Strong understanding of real-time, event-driven software and experience building reliable, high-performance systems.
Solid knowledge of network programming, Linux internals, concurrency, memory management, object-oriented design, data structures, and algorithms.
Experience with SQL and relational databases.
Ownership and attention to quality in designing, testing, and supporting production software, with the ability to prioritize and deliver in a fast-moving environment with changing demands.
Clear communication and collaboration skills, including the ability to work with business stakeholders and technical teams to resolve ambiguous requirements.
Bachelor’s degree in Computer Science, Engineering, or a related discipline, or equivalent practical experience.

Responsibilities

Design and implement components to ingest, enrich, validate, allocate, and publish trade and execution data from electronic, voice, and manual workflows.
Build reliable, event-driven processing for trade lifecycle events, including amendments, cancellations, exercises, assignments, resets, and terminations.
Contribute to a common commissions and fees framework across asset classes, including configurable rules, calculations, allocations, adjustments, and reconciliation.
Develop and evolve APIs, message schemas, and downstream integrations for complete and accurate trade data; contribute to capabilities such as standardized interfaces, configurable workflows, and client-level entitlements and data isolation.
Help migrate business-critical workflows from legacy platforms by identifying gaps, supporting coexistence and parallel runs, reconciling results, and preparing controlled cutovers.
Build operational capabilities for trade-status visibility, exception management, investigation, and correction within appropriate permissions.
Own features from design and implementation through automated testing, deployment, and operational support; improve performance, reliability, replay, and recovery.
Work with business and technology partners to understand workflows, clarify requirements, and deliver practical solutions.