Quantitative Developer

Millennium•New York, NY

2d•$175,000 - $250,000

About The Position

Millennium is seeking a Quantitative Developer to build and operate high-performance C++ backend services powering its real-time risk and P&L platform. The platform is a distributed system of microservices running on AWS/Kubernetes and processing large-scale financial data with strict latency requirements. The team works on production services that run 24/5 and collaborates closely with quantitative developers, platform engineers, and business stakeholders. The role focuses on real-time pricing, risk, and P&L computations across fixed income and credit instruments. The developer will own service reliability in production, optimize performance, integrate services with other systems, contribute to CI/CD practices, and promote sound engineering practices for multithreaded C++ systems.

Requirements

Bachelor's degree from a leading university in Computer Science, Software Engineering, or a related discipline.
Up to 5 years of professional experience in C++ service or systems development.
Strong hands-on experience with modern C++ (C++17/C++20), including move semantics, smart pointers, RAII, templates, and constexpr.
Solid understanding of multithreading and concurrency, including mutexes, atomics, lock-free structures, thread pools, and race-condition debugging.
Experience building and operating long-running backend services, rather than only libraries or batch jobs.
Familiarity with service-oriented architecture, message queues such as Kafka or similar, and serialization frameworks such as Protobuf or FlatBuffers.
Proficiency with Linux, GDB/LLDB, profiling tools such as perf, Valgrind, and AddressSanitizer, and CI/CD pipelines.
Strong analytical and troubleshooting skills, including the ability to diagnose production issues under pressure.

Nice To Haves

Advanced qualifications.
Experience with reactive or event-driven programming patterns.
Experience with containerized deployments such as Docker and Kubernetes.
Exposure to financial services, pricing models, or risk systems.

Responsibilities

Design, build, and operate high-performance C++ services for real-time pricing, risk, and P&L across fixed income and credit instruments.
Own service reliability end-to-end, including 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 by profiling hotspots, reducing memory allocations, improving cache behavior, and tuning throughput under load.
Integrate C++ services with upstream and downstream systems using Kafka, Protobuf, and internal APIs.
Contribute to CI/CD through automated regression testing, A/B deployment, and blue/green release management.
Promote engineering best practices, including code review, RAII patterns, and robust error handling in a multithreaded environment.