Quantitative Developer – Equities Risk

Millennium

About the job

As a C++ Engineer at Millennium, you will join a team that designs/develops a real-time equities pricing and risk system. You will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers.

You will have financial services experience, and an understanding of positions data & market data. Knowledge of Equities/Derivatives is desirable, but not required.

Responsibilities

  • Develop and enhance the codebase for the risk platform using modern C++
  • Integrate in-house and third-party pricing models into the technology stack
  • Contribute to the design, development, implementation, and testing of distributed real-time pricing system and reporting framework
  • Engage with application development teams in reviewing the architecture, application instrumentation & profiling, performance tuning recommendations, build and deployment automation
  • Collaborate with application, infrastructure, and project management groups as required by the role

Qualifications/Skills Required

  • B.S. in Computer Science, statistics, math, or other engineering field
  • Fundamental computer science knowledge on algorithms and data structures is essential
  • 4 + years of hands-on server side development in C++, with a deep understanding of concurrent, multi-threaded application environments
  • Familiarity with C++ 11 or later
  • Comprehensive knowledge of Unix/Linux systems, ability to debug and troubleshoot issues
  • Experience with Middleware messaging platforms, such as Kafka, Solace, Redis
  • Experience with a major relational database, ability to write and optimize SQL queries
  • Solid understanding of Object Oriented design patterns, data-driven programming, Unit & Integration testing
  • Knowledge of SDLC process and tools, including source control, workflow management, Build & Deployment (i.e. Git, Jira, Jenkins)
  • Knowledge of Agile/Scrum development methodologies
  • Demonstrates thoroughness and strong ownership of work
  • Excellent teammate who wants to assist others
  • Strong communication skills and the ability to clearly communicate with Portfolio managers to project managers

Nice To Have

  • Experience in developing real-time pricing/risk applications
  • Familiarity with Equity Derivatives
  • Familiarity with Java and Groovy

To apply for this job email your details to hello@cturtle.co


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