Quantitative Developer, C++ I Low-Latency Systems

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

Quantitative Developer, C++ I Low-Latency Systems

Overview

We are seeking a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha Infrastructure for a newly formed systematic equities pod. 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 play a foundational role in shaping the technology stack from day one.

This is a hands-on role at the intersection of systems engineering and quantitative research. You will work directly with the Portfolio Manager and quantitative researchers to translate alpha signals into production-ready, high-performance trading systems.

Principal 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
• Optimize system performance: latency profiling, lock-free data structures, memory management, and network tuning
• Collaborate closely with quantitative researchers to understand strategy requirements and translate prototypes (Python) into production-grade C++ code
• Leverage Al-assisted development tools (Cursor, Claude Code) to accelerate development velocity while maintaining code quality
• Build and maintain backtesting and exchange simulation infrastructure for strategy validation

Required Skills / 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
• Strong understanding of network programming, Linux OS internals, and systems optimization
• Experience consuming real-time market data feeds and integrating with shared execution platforms
• Solid understanding of data structures, algorithms, and concurrent/multithreaded programming
• Proficiency with Git, CI/CD, unit testing, and software engineering best practices.
• Experience with AI-assisted coding tools (Cursor, Claude Code, Copilot) and willingness to integrate them into daily workflow

Preferred Skills / Experience

• Experience building trading systems in a systematic equities or quant trading environment
• Familiarity with low-latency optimization techniques: cache-friendly data structures, SIMD, memory-mapped I/O
• Experience with Rust for performance-critical systems development
• Experience with kdb+/q for time-series data
• Knowledge of equity market microstructure, order types, and execution algorithms
• Experience with DuckDB, Arrow Flight, or similar analytical database technologies
• Familiarity with cloud infrastructure (AWS) and containerized deployments

Millennium offers a total compensation package which includes a base salary, discretionary performance bonus, and comprehensive benefits. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future. When finalizing 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.