Low-Latency C++ Quant Developer for Real-Time Trading

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

Job summary

Millennium Management LLC is seeking a Quantitative Developer, C++ I for low-latency systems in New York. The role focuses on building a real-time signal engine, data bridges to Python-based research layers, and integration with market data and execution platforms.

You will work with quantitative researchers to translate prototypes into production-grade C++ code, optimize latency, and ensure robust risk monitoring and logging, leveraging modern tooling and AI-assisted coding aids.

Qualifications

• Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field.
• 3+ years of hands-on experience developing high-performance C++ server-side applications in Linux.
• Strong understanding of real-time and event-driven architectures with tight latency requirements.
• Proficiency in Python with working knowledge of Polars, Pandas, NumPy, and the PyData ecosystem.
• Deep familiarity with Apache Arrow and columnar data formats for cross-language interoperability.

Responsibilities

• Design and build the core C++ signal engine: real-time feature computation, alpha signal generation, position tracking, and risk monitoring.
• Architect the data bridge between the C++ hot path and the Python/Polars research layer.
• Implement and optimize real-time alpha signal publication from the research pipeline into the firm's shared execution infrastructure.
• Integrate with the firm's central market data feeds and execution platforms.
• Develop real-time risk checks, position monitoring, logging, and alerting infrastructure.
• Collaborate with quantitative researchers to translate prototypes into production-grade C++ code.

Skills

C++

Linux

Real-time systems

Python

Multithreading

Networking

Git/CI/CD

AI-assisted coding

Education

Bachelor's or Master's in Computer Science/Math/Physics/Engineering

Tools

Polars

Pandas

NumPy

Apache Arrow

Arrow formats

DuckDB

Arrow Flight

Job description

Millennium Management LLC is seeking a Quantitative Developer, C++ I for low-latency systems in New York. The role focuses on building a real-time signal engine, data bridges to Python-based research layers, and integration with market data and execution platforms.

You will work with quantitative researchers to translate prototypes into production-grade C++ code, optimize latency, and ensure robust risk monitoring and logging, leveraging modern tooling and AI-assisted coding aids.