Quantitative Developer
Millennium, New York, New York
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 will 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