Latency-Driven Quantitative C++ Engineer

Millennium; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

Millennium seeks a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha infrastructure. You will own the hot path—real-time feature computation, signal generation, and integration with the firm's shared execution and market data platforms—and shape the technology stack from day one.

This hands-on role sits at the intersection of systems engineering and quantitative research, collaborating with the Portfolio Manager and researchers to translate

Qualifications

• 3+ years in high-performance C++ on Linux.
• Experience with real-time/low-latency systems.
• Proficiency in Python and PyData tools.
• Experience with real-time market data feeds.
• Strong knowledge of concurrency and data structures.

Responsibilities

• Design and build the core C++ signal engine for real-time feature computation and alpha signal generation.
• Integrate the C++ hot path with Python/Polars research layers and shared execution platforms.
• Develop and optimize real-time risk checks, logging, and alerting infrastructure.
• Collaborate with quants to translate prototypes into production-grade code.
• Improve system latency with lock-free structures and memory management.

Skills

C++ development

Linux

Real-time systems

Python (Polars/Pandas)

Concurrency/Multithreading

Git/CI/CD

Low latency optimization

Education

Bachelor's or Master's in CS/Math/Physics/Engineering

Tools

Cursor

Claude Code

Copilot

Apache Arrow

Arrow Flight

DuckDB

Job description

Millennium seeks a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha infrastructure. You will own the hot path—real-time feature computation, signal generation, and integration with the firm's shared execution and market data platforms—and shape the technology stack from day one.

This hands-on role sits at the intersection of systems engineering and quantitative research, collaborating with the Portfolio Manager and researchers to translate