Senior Software Engineer - Market Data

Millennium•New York, NY

2d•$175,000 - $250,000•Onsite

About The Position

Millennium is a global, diversified alternative investment firm. The Fixed Income Applications development team builds and supports a pricing engine used by our 300+ portfolio teams. The team's responsibilities span pricing a wide range of financial products (bonds, futures, options, FX spots/forwards, deposits, swaps, commodities, swaptions, CDX, CDS and equities), handling both live streaming and ETL data providers, and providing means of dissemination to downstream systems such as analytics, risk and trader systems. Team members interact directly with business users and other technology teams, so solid communication skills are essential. The team owns the entire software lifecycle, from requirements and design through implementation to production releases and support. Release cycles are tight, so in addition to strong development skills, the ability to adapt to changing conditions and learn quickly is essential.

Requirements

Bachelor's degree in Computer Science or a related field
7–15+ years of professional experience across the Java ecosystem, including Spring and/or Spring Boot
Experience with unit and integration testing, and with relational database development, including strong SQL
Strong communication skills, with the ability to work directly with business users and other technology teams
Results-oriented, delivering quality code on quick turnaround and adapting to changing conditions
Self-starter and critical thinker who takes ownership of projects and recommends improvements across the infrastructure
At least two of the following: experience with event streaming (Kafka, RabbitMQ); distributed caching (Hazelcast, Redis, Memcached); or multithreading, algorithms and data structures

Nice To Haves

Fixed income product knowledge
Full stack web development
Experience with financial vendor feeds (Bloomberg, Refinitiv)

Responsibilities

Build and support the pricing engine used by our 300+ portfolio teams, covering bonds, futures, options, FX spots/forwards, deposits, swaps, commodities, swaptions, CDX, CDS and equities
Integrate both live streaming and ETL data providers into the pricing platform
Disseminate pricing data to downstream systems, including analytics, risk and trader systems
Own the full software lifecycle, from requirements and design through implementation, production releases and support
Partner directly with business users and other technology teams to gather and clarify requirements
Deliver against tight release cycles, adapting quickly as conditions and priorities change
Build up and support the technical infrastructure behind the platform