Senior Software Engineer - Real-Time Algo Trading (Java)

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

Job summary

Millennium seeks a Senior Software Engineer for Algo Development in New York. You will build real-time algorithmic trading systems focused on execution optimization and maintain a Java-based trading framework.

You will tune performance for low-latency, high-throughput workloads, own automated testing, and collaborate with quants, traders and global teams to deliver features.

The role requires 7+ years in equities execution and strong Java, messaging, and market microstructure expertise.

Qualifications

• 7+ years in equities execution systems.
• Experience developing execution algorithms (VWAP, TWAP, inline, pairs).
• Experience with matching engines, dark pools, alg container frameworks.
• Automated testing strategies for algorithms (simulation, backtesting, replay).
• Deep market microstructure knowledge and pre-trade risk.
• Expert Java for low-latency, GC-aware distributed systems.
• Knowledge of Kafka/Solace messaging.
• Bachelor's degree in Computer Science or related field.

Responsibilities

• Build real-time algorithmic trading systems focused on execution optimization.
• Develop, support and enhance a Java-based proprietary trading framework, scalable and reproducible.
• Tune and optimize system performance for low-latency, high-throughput trading workflows.
• Own automated testing for algorithms, including simulation, backtesting, regression suites and replay frameworks.
• Partner with the production support team to ensure monitoring and reliability.
• Collaborate with quants, execution traders and global tech teams to define and deliver features.

Skills

Real-time trading

Low-latency Java

Distributed systems

Event-driven architectures

Kafka/Solace messaging

Backtesting/simulation

Education

Bachelor's degree in Computer Science

Tools

Kafka

Solace

KDB/Q

Job description

Millennium seeks a Senior Software Engineer for Algo Development in New York. You will build real-time algorithmic trading systems focused on execution optimization and maintain a Java-based trading framework.

You will tune performance for low-latency, high-throughput workloads, own automated testing, and collaborate with quants, traders and global teams to deliver features.

The role requires 7+ years in equities execution and strong Java, messaging, and market microstructure expertise.