Quantitative Developer, C++ I Low-Latency Systems

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

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 AI-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.