Senior Software Engineer - Algo Development

We are seeking a Senior Software Engineer to join the Algo Development Technology team at Millennium, a global alternative investment firm.

The Algo Development Technology team builds the execution algorithms and trading platform used by Millennium's portfolio managers to trade equities and futures globally.

Responsibilities:

• Build real-time algorithmic trading systems focused on execution optimization.
• Develop, support and enhance a Java-based proprietary trading framework.
• Tune and optimize system performance to support low-latency, high-throughput trading workflows.
• Own automated testing for algorithms, including simulation, backtesting, regression suites and replay frameworks.
• Partner with the production support team to ensure systems are effectively monitored and supported.
• Partner with quants, execution traders and global technology teams to define and deliver new features.

Requirements:

• 7+ years of experience with equities execution systems, ideally buy-side.
• Experience developing execution algorithms, including VWAP, TWAP, inline and pairs strategies.
• Experience working with matching engines, dark pools and algorithm container frameworks.
• Expert-level Java experience building low-latency, GC-aware, high-throughput distributed systems.
• Bachelor's degree in Computer Science or a related field.

The estimated base salary range for this position is $175,000 to $250,000.