Feature Framework Engineer

Millennium; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Millennium is seeking a Senior Feature Framework Developer to design and build latency-critical components for their trading system. You will optimize high-performance C++ applications and collaborate with engineering teams to improve scalability and efficiency. The role is in a fast-paced, high-frequency trading environment in New York, offering a competitive salary ranging from $175,000 to $250,000 plus bonuses and benefits. Candidates should have 5+ years in modern C++ and proven experience in real-time systems.

Qualifications

• 5+ years of experience with modern C++ (C++17/20 or later).
• Experience building performance-critical low-latency systems.
• Familiarity with KDB/Q for large market data.

Responsibilities

• Design, implement, and maintain high-performance C++ services.
• Optimize components for latency and throughput.
• Develop networking and messaging layers for large data volumes.

Skills

Modern C++ proficiency

Strong problem-solving skills

Interpersonal skills

Knowledge of algorithms

Use of profiling tools

Tools

Git

CMake

Job description

The Systematic Platform Execution & Exchange Data (SPEED) Team is at the core of Millennium’s Equities, Quant Strategies and Shared Services Technology organization, powering the firm’s lowest latency solutions for systematic and high frequency trading. SPEED delivers the live trading and market data platforms used by portfolio managers and risk systems, including Latency Critical Trading (LCT), DMA OMS (Client Direct), DMA market data feeds, packet capture (PCAPs), enterprise market data, and intraday data services across latency tiers from sub100 nanoseconds to millisecond sensitive workflows. By building and operating this execution and data infrastructure, SPEED enables portfolio managers and researchers to compete effectively in the most time‑critical markets.

As a Senior Feature Framework Developer on SPEED, you will design and build the most latency‑critical components of our trading system. You will also work on making the platform more scalable, ensuring it grows along with data volumes while maintaining a small footprint. You will collaborate with systems engineers, senior software engineers and senior quantitative researchers to operate and optimise these systems in production, with clear opportunities to grow into technical and team leadership as the effort scales. This role offers the chance to work end‑to‑end on mission‑critical HFT systems in a highly technical environment, directly shaping the performance, reliability and evolution of platforms that are central to Millennium’s trading edge.

We are looking for a C++ engineer to design and build high‑performance, low‑latency applications that process large volumes of real‑time data. You will work on systems where nanoseconds and throughput matter, optimising every layer from algorithms and data structures to networking and OS interaction.

Principal Responsibilities

• Design, implement, and maintain high‑performance C++ services handling high message rates and low‑latency workloads.
• Optimize existing components for latency, throughput and CPU/memory efficiency.
• Develop and tune networking, messaging and I/O layers to handle large data volumes reliably.
• Profile and debug performance issues at application, OS and network levels.
• Collaborate with quantitative, trading and infrastructure teams to translate requirements into robust technical solutions.
• Write clean, production‑quality code with appropriate tests and documentation.
• Participate in code reviews, design discussions and continuous improvement of engineering practices.

Required Qualifications

• Strong proficiency in modern C++ (C++17/20 or later), 5+ years of experience.
• Analytics Focus:
• KDB / Q experience for large market data.
• Modern data analysis with PyTorch, pandas and modern tooling including Apache Arrow.
• Familiar with basic statistics as applied to financial research.
• Proven experience building performance‑critical, real‑time or low‑latency systems (e.g., networking, trading systems, telemetry, gaming engines or similar).
• Strong knowledge of computer science fundamentals: data structures, algorithms, memory management and optimisation.
• Experience using profiling, benchmarking and performance analysis tools (e.g., perf, valgrind, flame graphs, CPU/memory profilers).
• Proficiency with version control (Git) and standard build systems (CMake, Ninja, etc.).
• Excellent problem‑solving skills and attention to detail; ability to work in a fast‑paced environment.
• Strong interpersonal skills with a proven ability to navigate large organisations, create cross‑team synergies and influence outcomes.
• High accountability and ownership; able to self‑manage time, set priorities and meet deadlines.

Preferred Qualifications

• Experience with kernel bypass or user‑space networking technologies (e.g., DPDK, RDMA, VMA, Solarflare/OpenOnload).
• Familiar with AI productivity‑enhancing coding tools.
• Experience in financial markets, market data distribution, order routing or exchange connectivity.
• Experience with monitoring/telemetry for high‑performance systems (latency histograms, throughput metrics, SLAs).
• Familiarity with scripting languages (e.g., Python, Bash) for tooling and automation.
• Familiar with AI productivity‑enhancing coding tools.

Personal Attributes

• Obsessed with performance, measurement and data‑driven optimisation.
• Comfortable owning features end‑to‑end and operating in a production environment.
• Clear communicator who can work closely with both technical and non‑technical stakeholders.
• Proactive, self‑directed and able to thrive in a highly iterative environment.

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus and a comprehensive benefits package. When finalising an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.