Bachelor's degree in Computer Science, Software Engineering, or related field; advanced degrees preferred
Up to 5 years of experience in C++ service/systems development with modern C++ (C++17/C++20)
Strong understanding of multithreading and concurrency concepts
Experience with long-running backend services, not just libraries or batch jobs
Familiarity with service-oriented architecture and message queues like Kafka
Proficient in Linux and debugging/profiling tools
Strong analytical skills for diagnosing production issues
Responsibilities
Design, build, and operate high-performance C++ services for real-time pricing and risk calculations
Own service reliability, including monitoring, alerting, and incident response
Write thread-safe, exception-safe C++ code for concurrent workloads
Optimize service performance through profiling and tuning
Integrate C++ services with upstream and downstream systems using Kafka and Protobuf
Contribute to CI/CD pipeline with automated testing and deployment strategies
Promote engineering best practices in a multi-threaded environment
Benefits
Comprehensive benefits package
Discretionary performance bonus
Flexible work environment
Opportunities for professional development
Collaborative team culture
Full Job Description
Quantitative Developer
Meet the Team
The Information Technology organization is core to the health and growth of Millennium's business, supporting a flexible, scalable technology environment and advanced proprietary systems across the firm. This team builds and operates the C++ backend services that power Millennium's real-time risk and P&L platform - a distributed system of microservices running on AWS/Kubernetes, processing large-scale financial data with strict latency requirements. The team works on production services that run 24/5, collaborating closely with quantitative developers, platform engineers, and business stakeholders.
What You'll Do
Design, build, and operate high-performance C++ services that compute real-time pricing, risk, and P&L across fixed income and credit instruments
Own service reliability end-to-end: monitoring, alerting, incident response, and root cause analysis in a live production environment
Write thread-safe, exception-safe C++ code for concurrent, near-real-time workloads with hard latency targets
Optimize service performance - profiling hotspots, reducing memory allocations, improving cache behavior, and tuning throughput under load
Integrate C++ services with upstream and downstream systems via Kafka, Protobuf, and internal APIs
Contribute to the CI/CD pipeline: automated regression testing, A/B deployment, and blue/green release management
Promote engineering best practices: code review, RAII patterns, and robust error handling in a multi-threaded environment
What You Bring
Bachelor's degree from a leading university in Computer Science, Software Engineering, or a related discipline; advanced qualifications are a plus
Up to 5 years of professional experience in C++ service/systems development, with strong hands-on experience in modern C++ (C++17/C++20): move semantics, smart pointers, RAII, templates, constexpr
Solid understanding of multithreading and concurrency: mutexes, atomics, lock-free structures, thread pools, and race condition debugging
Experience building and operating long-running backend services (not just libraries or batch jobs)
Familiarity with service-oriented architecture, message queues (Kafka or similar), and serialization frameworks (Protobuf, FlatBuffers)
Proficiency with Linux, GDB/LLDB, profiling tools (perf, Valgrind, AddressSanitizer), and CI/CD pipelines
Strong analytical and troubleshooting skills - comfortable diagnosing production issues under pressure
Ideal experience with reactive or event-driven programming patterns, containerized deployments (Docker, Kubernetes), and/or exposure to financial services, pricing models, or risk systems
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.
