3-5+ years of software development experience in Java or C++, with at least 1 year in Rust.
Strong SQL skills and experience with DuckDB, Postgres, and other RDBMS.
Familiarity with containerization technologies, particularly Kubernetes and ArgoCD.
Experience in performance analysis and optimization of backend systems.
Bachelor's or Master's degree in Computer Science or a related scientific field.
Strong analytical, problem-solving, and communication skills; capable of independent work in a fast-paced environment.
Knowledge of Apache Kafka, Arrow, Parquet, and/or Avro; cloud experience with AWS and/or GCP is a plus.
Responsibilities
Collaborate with portfolio management, risk, and engineering teams on application development and architecture.
Develop compute-intensive applications for quantitative modeling alongside global quants and risk managers.
Optimize platform performance using advanced network and systems programming techniques.
Automate system maintenance tasks and end-of-day processing jobs.
Support and enhance system capabilities as new requirements emerge.
Work with project managers and senior leadership to capture analytic requirements and manage project delivery.
Contribute to a collaborative culture by providing timely solutions to Portfolio and Risk Managers across the firm.
Benefits
Opportunity to work in a dynamic, multi-manager environment that emphasizes technology.
Engagement with cutting-edge analytical and trading capabilities.
Collaboration with a diverse team of professionals across various functions.
Focus on continuous learning and enhancement of technical skills.
Involvement in high-impact projects that directly influence trading operations.
Full Job Description
Software Engineer
Meet the Team
Information Technology is core to the health and growth of our business - the firm's active, multi-manager model demands flexible, scalable technology and advanced proprietary systems, including the development of next-generation analytical and trading capabilities. Within IT, the Fixed Income & Commodities Technology team builds and supports the trading applications that deliver live risk and profit & loss calculations driving Fixed Income and Commodities trading. These applications serve a broad range of users, including Portfolio Managers, Risk Managers, and other trade-support functions such as Middle Office and Valuations.
What You'll Do
Work with portfolio management, risk, and engineering teams on application development, deployment, and architecture.
Partner with quants, risk managers, and engineers across the globe to develop compute-intensive applications for quantitative modeling and processing thousands of datasets.
Optimize the platform using network and systems programming and other advanced techniques to minimize latency.
Automate system maintenance tasks, end-of-day processing jobs, data integrity checks, and bulk data loads/extracts.
Maintain, support, and enhance capabilities as new requirements arise.
Partner with project managers and senior leadership to capture analytic requirements, monitor delivery, and manage expectations.
Contribute to Millennium's collaborative culture by delivering timely solutions to Portfolio and Risk Managers firmwide.
What You Bring
3-5+ years of professional software development experience using Java or C++, including at least 1 year with Rust.
Strong SQL and database experience, particularly with DuckDB, Postgres, and other RDBMS.
Experience with containerization, ideally Kubernetes and ArgoCD.
Experience with scaled architectures and performance analysis and optimization of backend systems.
Bachelor's or Master's degree in Computer Science or another scientific field.
Strong analytical, problem-solving, and communication skills; able to work independently in a fast-paced environment.
Experience with Apache Kafka, Arrow, Parquet, and/or Avro; cloud experience with AWS and/or GCP a plus.
