C++ Quantitative Developer - Equity Derivatives

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong team to build our next generation in-house analytics platform and trading support tools. This team comprises quantitative developers and researches and will create and maintain bespoke pricing/risk software libraries. This single team is covering analytics relevant to multiple asset classes, including the fixed income, equities, commodities, credit and FX businesses at Millennium. Millennium provides a dynamic and fast-paced environment with excellent growth opportunities

Responsibilities:

Work closely with quant researches in equity derivatives and participate in the development of our in-house pricing library (C++17)
Face-off to library users including portfolio managers, risk managers, technology to help integrate core analytics into their systems
Gather and implement requirements from users
Participate in troubleshooting and analytics reconciliation efforts
Contribute to and enhance the quality of the ancillary tooling surrounding the core library
Promote C++ coding and design best practices

Requirements:

Solid communication skills
Knowledge of design patterns, data structures, and algorithms
Modern C++ programming experience
Detail oriented, organised, demonstrating thoroughness and strong ownership of work
Strong problem solving capabilities
Ability to write efficient, high performing code
Strong analytical and mathematical skills
Able to work as part of a team in a fast-paced environment

Optional:

Experience working with financial pricing/risk analytics software
Knowledge of financial instruments especially equity derivatives
Experience with modern C++ development tooling for build, static analysis, and continuous integration