Java Algo Trading Engineer - Real-Time Equity Systems

Millennium Management LLC; City Of London; Vor Ort; GBP 120.000 - 180.000; Vollzeit

Zusammenfassung

Millennium is seeking an experienced Java Developer to join the Equities Tech Algo Development team in London. You will build low-latency, high-throughput trading systems, turning market data and business requirements into robust execution features.

Focus areas include VWAP/TWAP-style algorithms, matching engines, and automated testing across simulated and live environments, with emphasis on performance, scalability and reliability in a demanding market.

Qualifikationen

• 7+ years of experience with equities execution systems.
• Experience developing execution algorithms such as VWAP, TWAP, Inline, and Pairs.
• Experience working on matching engines and dark pools.
• Experience implementing automated testing strategies for algorithms, including simulation, backtesting, regression suites, and replay frameworks.
• Deep understanding of market microstructure, pre-trade risk checks, limit frameworks, and regulatory requirements, and how they affect execution algorithm performance.
• Expert-level Java skills with experience building low-latency, GC-aware, high-throughput distributed systems.

Aufgaben

• Partner closely with technologists, Execution Services, and Equity Finance teams to enhance the firm's execution offering for Portfolio Managers.
• Build and evolve real-time algorithmic trading systems and execution platforms in a fast-paced environment.
• Develop high-quality new features and enhance functionality on a mission-critical platform.
• Design and upgrade software to meet performance, scalability, and quality expectations.
• Translate business requirements and market constraints across developed and emerging markets into effective technical solutions.
• Stay current on relevant technologies, tools, technical libraries, computing environments, and academic research.
• Support data analysis and provide L3 troubleshooting for issues affecting critical trading infrastructure.

Kenntnisse

Java

Low-latency

Distributed systems

Kafka

Solace

Tools

Kafka

Solace

Jobbeschreibung

Millennium is seeking an experienced Java Developer to join the Equities Tech Algo Development team in London. You will build low-latency, high-throughput trading systems, turning market data and business requirements into robust execution features.

Focus areas include VWAP/TWAP-style algorithms, matching engines, and automated testing across simulated and live environments, with emphasis on performance, scalability and reliability in a demanding market.