Senior Quantitative Engineer Systematic Cross-Commodity

Millennium Management LLC; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Millennium Management LLC in London seeks a Senior Quantitative Engineer to help implement and advance core software and infrastructure for alpha research, feature engineering, portfolio construction, and trade execution.

The ideal candidate has a strong CS/engineering background with 5+ years and expertise in distributed systems, real-time event-driven architectures, and large-scale time series processing, using Python/C++. The team offers a collaborative London environment.

Qualifications

• 5+ years of CS/engineering experience with a strong systems background.
• Experience designing and implementing distributed systems and real-time event-driven architectures.
• Large-scale time series data ingress, storage and processing experience.
• Familiarity with quantitative toolchains and data science libraries.

Responsibilities

• Develop research tooling to accelerate alpha discovery and enable rapid experimentation.
• Build real-time event-driven systems for signal computation, decision making and execution.
• Design and maintain core systems for data ingestion, retrieval and distributed compute.
• Oversee operations of the system landscape to ensure resilience and detect defects.

Skills

Python

C++

Distributed computing

Numerical computing

Data structures

Algorithms

Networking

Operating systems

Education

Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related field

Tools

Docker

Kubernetes

Ceph

MongoDB

Kafka

Numpy

Polars

Scikit-learn

Pytorch

Job description

Millennium Management LLC in London seeks a Senior Quantitative Engineer to help implement and advance core software and infrastructure for alpha research, feature engineering, portfolio construction, and trade execution.

The ideal candidate has a strong CS/engineering background with 5+ years and expertise in distributed systems, real-time event-driven architectures, and large-scale time series processing, using Python/C++. The team offers a collaborative London environment.