Description
We are seeking a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha Infrastructure for a newly formed systematic equities pod.
You will own the hot path - real-time feature computation, signal generation, and Integration with the firm's shared execution and market data platforms - and play a foundational role in shaping the technology stack from day one.
This is a hands-on role at the intersection of systems engineering and quantitative research. You will work directly with the Portfolio Manager and quantitative researchers to translate alpha signals into production-ready, high-performance trading systems.
Principal Responsibilities:
- Design and build the core C++ signal engine: real-time feature computation, alpha signal generation, position tracking, and risk monitoring
- Architect the data bridge between the C++ hot path and the Python/Polars research layer
- Implement and optimize real-time alpha signal publication from the research pipeline into the firm's shared execution infrastructure
- Integrate with the firm's central market data feeds and execution platforms
- Develop real-time risk checks, position monitoring, logging, and alerting infrastructure
- Optimize system performance: latency profiling, lock-free data structures, memory management, and network tuning
- Collaborate closely with quantitative researchers to understand strategy requirements and translate prototypes (Python) into production-grade C++ code
- Leverage Al-assisted development tools (Cursor, Claude Code) to accelerate development velocity while maintaining code quality
- Build and maintain backtesting and exchange simulation infrastructure for strategy validation
Required Skills / Qualifications:
- Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field
- 3+ years of hands-on experience developing high-performance C++ server-side applications in Linux
- Strong understanding of real-time and event-driven architectures with tight latency requirements
- Proficiency in Python with working knowledge of Polars, Pandas, NumPy, and the PyData ecosystem
- Deep familiarity with Apache Arrow and columnar data formats for cross-language interoperability
- Strong understanding of network programming, Linux OS internals, and systems optimization
- Experience consuming real-time market data feeds and integrating with shared execution platforms
- Solid understanding of data structures, algorithms, and concurrent/multithreaded programming
- Proficiency with Git, CI/CD, unit testing, and software engineering best practices
Preferred Skills / Experience:
- Experience building trading systems in a systematic equities or quant trading environment
- Familiarity with low-latency optimization techniques: cache-friendly data structures, SIMD, memory-mapped I/O
- Experience with Rust for performance-critical systems development
- Experience with kdb+/q for time-series data
- Knowledge of equity market microstructure, order types, and execution algorithms
- Experience with DuckDB, Arrow Flight, or similar analytical database technologies
- Familiarity with cloud infrastructure (AWS) and containerized deployments
Millennium offers a total compensation package which includes a base salary, discretionary performance bonus, and comprehensive benefits. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future.