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C++ Quantitative Developer - Equity Derivatives

Millennium Management
C++ Quantitative Developer - Equity Derivatives
London, GB
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Job Description

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


  • 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


  • 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


  • 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
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