# Quantitative Developer, C++ I Low-Latency Systems

**Company**: Quant Strategies
**Location**: New York, NY
**Work arrangement**: onsite
**Experience**: mid
**Job type**: full-time
**Salary**: $150,000 to $200,000
**Category**: Engineering
**Industry**: Finance

**Apply**: https://mlp.eightfold.ai/careers/job/755956532578?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_b78a0e85-9f1

## 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.

## Skills

### Required
- C++
- Linux
- Python
- Polars
- Pandas
- NumPy
- PyData
- Apache Arrow
- columnar data formats
- network programming
- Linux OS internals
- systems optimization
- real-time market data feeds
- shared execution platforms
- data structures
- algorithms
- concurrent/multithreaded programming
- Git
- CI/CD
- unit testing
- software engineering best practices

### Nice to have
- Rust
- kdb+/q
- equity market microstructure
- order types
- execution algorithms
- DuckDB
- Arrow Flight
- cloud infrastructure
- containerized deployments

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Source: [Apply at mlp.eightfold.ai](https://mlp.eightfold.ai/careers/job/755956532578?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)