Feature Framework Engineer

The Systematic Platform Execution & Exchange Data (SPEED) Team is at the core of Millennium's Equities, Quant Strategies, and Shared Services Technology organisation.

We are looking for a C++ engineer to design and build high-performance, low-latency applications that process large volumes of real-time data.

Principal Responsibilities:

• Design, implement, and maintain high-performance C++ services handling high message rates and low-latency workloads.

• Optimise existing components for latency, throughput, and CPU/memory efficiency.

• Develop and tune networking, messaging, and I/O layers to handle large data volumes reliably.

• Profile and debug performance issues at application, OS, and network levels.

• Collaborate with quantitative, trading, and infrastructure teams to translate requirements into robust technical solutions.

• Write clean, production-quality code with appropriate tests and documentation.

• Participate in code reviews, design discussions, and continuous improvement of engineering practices.

Required Qualifications:

• Strong proficiency in modern C++ (C++17/20 or later).

• 5+ years of experience.

• Analytics Focus: KDB / Q Experience for large market data, modern data analysis with pytorch, pandas and modern tooling including Apache arrow.

• Familiar with basics statistics as applied to financial research.

• Proven experience building performance-critical, real-time, or low-latency systems.

• Strong knowledge of computer science fundamentals: data structures, algorithms, memory management, and optimisation.

• Experience using profiling, benchmarking, and performance analysis tools.

• Proficiency with version control (Git) and standard build systems.

• Excellent problem-solving skills and attention to detail.

• Strong interpersonal skills with a proven ability to navigate large organisations.

Preferred Qualifications:

• Experience with kernel bypass or user-space networking technologies.

• Familiarity with AI productivity enhancing coding tools.

• Experience in financial markets, market data distribution, order routing, or exchange connectivity.

• Experience with monitoring/telemetry for high-performance systems.

• Familiarity with scripting languages for tooling and automation.

• AI: Familiarity with AI productivity enhancing coding tools.

Personal Attributes:

• Obsessed with performance, measurement, and data-driven optimisation.

• Comfortable owning features end-to-end and operating in a production environment.

• Clear communicator who can work closely with both technical and non-technical stakeholders.

• Proactive, self-directed, and able to thrive in a highly iterative environment.

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.