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

Senior Quantitative Engineer, Systematic Cross Commodity

Senior Quantitative Engineer, Systematic Cross Commodity

Job Description

We are a small, collaborative systematic trading team based in London looking for a senior engineer to aid in the implementation and continued development of our team's core software and technical infrastructure. The role involves the development and maintenance of sophisticated tools for alpha research along with the production systems used in feature engineering, portfolio construction, and trade execution.

Location

London

Principal Responsibilities

• Develop sophisticated research tooling to enable and accelerate alpha discovery.
• Develop real-time event-driven systems for signal computation, trade-decision-making and execution.
• Design, implement, and maintain the core systems and services to enable real time data ingestion, retrieval and distributed compute for both research and production.
• Oversee the ongoing operation of all components within the systems landscape to ensure resilience and detect defects as they arise.

Preferred Technical Skills

• Exceptional programming skills in both high-level and low-level languages (Python & C++ or similar).
• Familiarity with modern distributed computing platforms (specifically: docker, kubernetes, ceph, mongodb & kafka).
• Theoretical proficiency in numerical computing, online algorithms, data structures, networking, databases, and operating systems.
• Familiarity with typical quantitative research toolchains including Numpy, Polars, Scikitlearn, Pytorch, etc.
• DevOps: version control, testing frameworks, release processes, build systems.
• Excellent communication, problem-solving, and analytical skills.

Preferred Experience

• Extremely strong computer science or engineering background with 5+ years of experience.
• Experience designing and implementing:
  • Distributed Systems.
  • Real-time event-driven systems.
  • Large-scale time series data ingress, storage and processing.
• Experience with the architectural design of large-scale software systems.
• Experience with systematic futures trading.
• Exposure to CICD-style implementation/release methodologies with a large complex codebase.
• Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field.

Additional Relevant Experience

• Prior role as a quantitative developer supporting a multi-asset systematic trading business.
• Experience with a broad spectrum of finance-relevant data sources (e.g. tick data, fundamental data and alternative data).
• Functional understanding of foundational trading & risk management concepts.

Target Start Date

• As soon as possible