Quantitative Developer, C++ I Low-Latency Systems
millennium managementBrooklyn, NY
Quantitative Developer, C++ I Low-Latency Systems
millennium managementBrooklyn, NY
today
Industries
Custom Computer Programming ServicesPortfolio Management and Investment AdviceComputer Systems Design ServicesAbout the role
Overview:
In this role you will design, build, and maintain the core C++ signal engine and alpha infrastructure for a systematic equities pod. You’ll own the hot path of real-time feature computation, signal generation, and integration with market data and execution platforms. You work closely with quantitative researchers to translate alpha signals into production-grade, high-performance trading systems. This is a hands-on, cross-disciplinary position shaping the technology stack from day one. Compensation / Benefits base salary discretionary performance bonus comprehensive benefits
Responsibilities:
Design and build the core C++ signal engine: real-time feature computation, alpha signal generation, position tracking, and risk monitoring Architect the data bridge between the C++ hot path and the Python/Polars research layer Implement and optimize real-time alpha signal publication from the research pipeline into the firm's shared execution infrastructure Integrate with the firm's central market data feeds and execution platforms Develop real-time risk checks, position monitoring, logging, and alerting infrastructure Optimize system performance: latency profiling, lock-free data structures, memory management, and network tuning Collaborate with quantitative researchers to translate prototypes (Python) into production-grade C++ code Leverage AI-assisted development tools (Cursor, Claude Code) to accelerate development while maintaining code quality Build and maintain backtesting and exchange simulation infrastructure for strategy validation
Key requirements:
Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field 3+ years of hands-on experience developing high-performance C++ server-side applications in Linux Strong understanding of real-time and event-driven architectures with tight latency requirements Proficiency in Python with working knowledge of Polars, Pandas, NumPy, and the PyData ecosystem Deep familiarity with Apache Arrow and columnar data formats for cross-language interoperability Strong understanding of network programming, Linux OS internals, and systems optimization Experience consuming real-time market data feeds and integrating with shared execution platforms Solid understanding of data structures, algorithms, and concurrent/multithreaded programming Proficiency with Git, CI/CD, unit testing, and software engineering best practices Experience with AI-assisted coding tools (Cursor, Claude Code, Copilot) and willingness to integrate them into daily workflow cross-functional collaboration problem solving under latency constraints communication with researchers and traders C++ high-performance server-side development Linux/Linux OS internals real-time and event-driven architectures
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JOB OVERVIEW
Experience level
Lead
Location
Brooklyn, NY
Occupation
Financial Quantitative Analysts
Industry
Custom Computer Programming Services
Posted
today
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