Quantitative Developer, Systematic Equities
Skills
About This Role
Job Description: Quantitative Developer, Systematic Equities
*Please direct all resume submissions to*
*QuantTalentEUR@mlp.com*
*and reference REQ-26457 in the subject.*
Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.
Job Description
We are seeking a highly skilled and entrepreneurial Lead Software Engineer to architect, build, and scale the core trading infrastructure for a newly formed quantitative trading pod.
You will lead the design and deployment of systems that support systematic strategies operating across global markets and time zones.
This is a hands-on leadership role at the intersection of technology, research, and trading - you'll collaborate directly with quantitative researchers and the Senior Portfolio Manager to turn ideas into production-ready strategies.
The pod is led by a Senior Portfolio Manager with 15+ years of experience and a proven track record in alpha generation, strategy development, and risk management at top-tier quant firms.
This is a unique opportunity to own the technology stack from day one, influence strategic direction, and help shape a high-performance team in a collaborative and intellectually rigorous environment.
• Technical Leadership & Architecture
+ Design and maintain the trading system architecture, including components for data ingestion, signal generation, backtesting, execution, and risk management
+ Make decisions on technology stack, performance optimization, and scalability
+ Ensure the system supports reasonable latency, high-throughput, and fault-tolerant trading
• Team Leadership & Collaboration
+ Help recruit and Lead a small team of developers (sometimes quants as well) within the pod
+ Work closely with the quant researchers and traders to understand strategy requirements and translate them into code
+ Prioritize tasks and mentor junior developers or quant devs
• Strategy Implementation Support
+ Build and maintain research infrastructure (e.g., backtesting frameworks, simulation environments, feature stores)
+ Translate researchers' prototypes (e.g., in Python) into production grade code, often in C++, or C# for latency-sensitive components
• Execution & Infrastructure
+ Optimize and support order execution systems, integrating with various exchanges or broker APIs
+ Implement real-time risk checks, monitoring, logging, and alerting tools
• Data Engineering & Management
+ Oversee the pipeline for ingesting, cleaning, and storing data (market, alternative, internal)
+ Ensure data integrity and low-latency access for trading and research
• DevOps & Reliability
+ Often take responsibility for deployment pipelines, version control, and production support
+ Ensure high system availability and rapid recovery in case of failures
• Security & Compliance
+ Make sure that the pod's infrastructure adheres to firm-wide compliance and security standards
+ Ensure rigorous version control, code quality, and documentation standards
+ Conduct thorough testing and debugging of software components, resolving any issues or discrepancies.
Required Technical Skills
- 1st class Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field
- Fluency in C++ or C# for performance-critical systems
- Proficiency in Python, especially for scripting, research integration, and data tools
- Solid understanding of algorithms, data structures, and multithreaded/concurrent programming
- Strong knowledge of SQL and modern database design (e.g., column stores, time-series DBs)
- Familiarity with software engineering best practices: version control (Git), unit testing, CI/CD, logging, monitoring, etc.
- Strong troubleshooting skills across distributed systems
Required Experience
- 3+ years of hands-on experience designing, building, and maintaining high-performance trading systems, ideally in a systematic equities or quant trading environment
- Proven experience in:
- + Handling large-scale market data (e.g., normalization, feed handling, replay systems)
- + Order routing and exchange connectivity, including FIX protocols and direct market access (DMA)
- + Building event-driven architectures and real-time systems with tight SLAs
- + Identifying and resolving performance bottlenecks, data inconsistencies, or system instability in production environments
Highly Valued Relevant Attributes
- Excellent communication skills - able to interface directly with quant researchers and traders, translate requirements, and explain technical decisions
- Demonstrated initiative and ownership: able to drive projects independently, while collaborating effectively in a team setting
- Comfortable in fast-paced, iterative environments where priorities can shift quickly based on market conditions or research insights
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