The successful candidate will be directly involved in a critical path for high-volume trading with a core focus on technical and economic performance. They will work closely with quantitative research to optimize the firm's overall execution performance.

Key responsibilities include:

• Building out the C++ low-latency framework for algorithmic trading
• Developing execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces
• Enhancing the platform's efficiency using network and systems programming
• Creating systems, interfaces, and tools for historical market data and trading simulations
• Assisting in building and maintaining automated tests, performance benchmark framework, and other tools

The ideal candidate will have 5+ years of professional experience in a front-office, financial services environment as a senior contributor, with a strong background in data structures, algorithms, and object-oriented programming in C++. They should be proficient with new features of C++17/C++20/C++23, multithreading, and asynchronous environments. A degree in computer science or a related field is required.

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future.

XML job scraping automation by YubHub

We are looking for a strong technical leader with financial markets technology experience and real-time market data expertise to design, build, and support our global real-time market data platform. This role emphasizes technical leadership, architectural ownership, and cross-team coordination rather than people management.

Principal Responsibilities:

• Act as the technical owner for a major market data workstream, setting technical direction, defining architecture, and driving execution across the full lifecycle.
• Collaborate with hardware and software teams across divisions to design and build real-time market data processing and distribution systems.
• Lead and drive new technical initiatives for the team, including evaluating technologies, defining standards, and establishing best practices.
• Design and develop systems, interfaces, and tools for historical market data and trading simulations that increase research productivity.
• Architect and implement components of an enterprise market data platform, including components for caching, aggregation, conflation and value-added data enrichment.
• Optimise platform performance using network and systems programming, and advanced low-latency techniques (CPU, NIC, kernel, and application-level tuning).
• Lead the design and maintenance of automated test and benchmark frameworks, and tools for risk management, performance tracking, and system validation.
• Provide technical leadership for the support and operation of both enterprise real-time market data environments, including coordinating internal, vendor, and exchange-driven changes.
• Design and engineer components to automate support and management of the market data platform, including monitoring, real-time and historical metrics collection/visualisation, and self-service administrative/user tools.
• Serve as a primary technical liaison for users of the market data environment (Portfolio Managers, trading desks, and core technology teams), translating requirements into robust technical solutions.
• Lead the enhancement of processes and workflows for operating the market data platform (release/deployment, incident management and remediation, exchange notification handling, defining and enforcing SLAs).
• Mentor and influence other engineers through code reviews, design reviews, and hands-on guidance, fostering a culture of technical excellence and accountability.

Qualifications / Skills Required:

• Degree in Computer Science or a related field with a strong background in data structures, algorithms, and object-oriented programming in modern C++.
• Deep understanding of Linux system internals and networking, especially in low-latency and high-throughput environments.
• Strong knowledge of CPU architecture and the ability to leverage CPU capabilities for performance optimisation.
• Demonstrated experience acting as a technical lead or senior engineer owning complex systems or workstreams end-to-end (design, delivery, and operations).
• Able to prioritise and make trade-offs in a fast-moving, high-pressure, constantly changing environment; strong sense of urgency, ownership, and follow-through.
• Strong belief in and practice of extreme ownership, with a track record of taking accountability for systems in production.
• Effective communication and stakeholder management skills: able to work closely with business and technology users, understand their needs, and drive appropriate technical solutions.
• Experience building solutions on cloud environments such as GCP and AWS.
• Knowledge of additional programming languages such as Java, Python, or scripting (Perl, shell).
• Technical background in application development on complex market data systems (e.g., Bloomberg, Thomson Reuters, etc.).
• Experience supporting market data environments within a global organisation, including internally developed DMA feed handlers and distribution infrastructure.
• Strong understanding of market data concepts and functionality, including data models (fields/messages), protocols (e.g., snapshot + delta), order book representations (L1/L2/L3), recovery, and reliability.
• Hands-on Site Reliability Engineering or DevOps experience, including system administration, automation, measurement, and release/deployment management.
• Experience with monitoring, metrics, and command/control tooling for distributed market data platforms, with the ability to evaluate existing solutions and drive enhancements across development and operations.
• Ability to operate with a high level of thoroughness and attention to detail, demonstrating strong ownership of deliverables and production systems.

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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. When finalising an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

XML job scraping automation by YubHub