5+ years of experience developing server-side C++ applications on Linux
Strong understanding of real-time, event-driven software
Knowledge of post-trade systems and workflows
Solid grasp of network programming and Linux internals
Experience with SQL and relational databases
Strong sense of ownership and attention to quality
Clear communication and collaboration skills
Responsibilities
Design and implement components for trade and execution data processing
Build reliable, event-driven processing for trade lifecycle events
Contribute to a common commissions and fees framework across asset classes
Develop APIs and message schemas for accurate trade data delivery
Migrate workflows from legacy platforms and prepare controlled cutovers
Build operational capabilities for trade-status visibility and exception management
Own features from design through deployment and operational support
Benefits
Comprehensive benefits package
Discretionary performance bonus
Supportive team environment
Opportunities for professional growth
Engagement with business and technology partners
Full Job Description
C++ Software Engineer - Trade Capture
Meet the Team
Information Technology is core to the health and growth of our business: the firm's active, multi-manager business model demands flexible, scalable technology and advanced proprietary systems, including the development of the next generation of analytical and trading capabilities. Within Information Technology, the Trade Platform Engineering team builds and supports the systems that capture, process, and deliver the firm's trade and execution data.
What You'll Do
Design and implement components that ingest, enrich, validate, allocate, and publish trade and execution data from electronic, voice, and manual workflows
Build reliable, event-driven processing for trade lifecycle events, including amendments, cancellations, exercises, assignments, resets, and terminations
Contribute to a common commissions and fees framework across asset classes, covering configurable rules, calculations, allocations, adjustments, and reconciliation
Develop and evolve APIs, message schemas, and downstream integrations that deliver complete, accurate trade data, and contribute to future platform capabilities such as standardized interfaces, configurable workflows, and client-level entitlements and data isolation
Help migrate business-critical workflows from legacy platforms by identifying gaps, supporting legacy coexistence and parallel runs, reconciling results, and preparing controlled cutovers
Build operational capabilities for trade-status visibility, exception management, investigation, and correction within appropriate permissions
Own features from design and implementation through automated testing, deployment, and operational support, and contribute to improvements in performance, reliability, replay, and recovery
Work directly with business and technology partners to understand workflows, clarify requirements, and deliver practical solutions
What You Bring
Knowledge of post-trade systems and workflows, including trade capture, lifecycle processing, allocations, reconciliation, and downstream accounting or back-office integration
5+ years of experience developing server-side C++ applications on Linux
Strong understanding of real-time, event-driven software, with experience building reliable, high-performance systems
Solid knowledge of network programming, Linux internals, concurrency, memory management, object-oriented design, data structures, and algorithms
Experience with SQL and relational databases
A strong sense of ownership and attention to quality in designing, testing, and supporting production software, with the ability to prioritize and deliver in a fast-moving environment with changing demands
Clear communication and collaboration skills, including the ability to work with business stakeholders and technical teams to resolve ambiguous requirements
Bachelor's degree in Computer Science, Engineering, or a related discipline, or equivalent practical experience
Salary Range
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 $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing 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.
