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Quantitative Developer - Algo Research, Equities Tech

Millennium Management
Quantitative Developer - Algo Research, Equities Tech
New York, US
100,000 - 175,000
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Job Description

Quantitative Developer - Algo Research, Equities Tech

We are looking for a candidate to join the Firm’s Equities Technology quant development team. The successful candidate will work on our back-tester and portfolio optimizer frameworks for equities, futures, and FX. They will help enhance and support our REST APIs and libraries, and will interface with systematic and relative value portfolio managers while implementing changes to our system.


  • Participate in designing, building and refactoring RESTful APIs and libraries

  • Implement a stable and scalable technology stack that services many equities and futures portfolio managers

  • Work with quant packages like cvxpy and cvxportfolio, and solvers such as MOSEK, ECOS and OSQP

  • Participate in capacity planning and performance/throughput analysis

  • Design and development of applications following Agile and continuous delivery practices

  • Provide support for services and libraries developed by the team

Required Experience:

  • Strong understanding of and experience with SOA (Service Oriented Architectures), RESTful APIs, micro services

  • Ability to write supportable, readable Python

  • Experience with Python packages like requests, pandas, numpy, asyncio, botocore; experience with web frameworks like Tornado, Flask or Bottle

  • Strong knowledge of Unix/Linux

  • Experience in finance – knowledge of common financial asset classes. Some knowledge of basic risk measurements, corporate action processing and/or P&L helpful.

  • Understanding of modern SDLC practices

  • Experience with GIT and JIRA, Jenkins

  • Strong communication and interpersonal skills.

  • A desire to work in a collaborative environment

  • Experience doing code reviews and guiding team members on best development practices

  • Detail-oriented. Demonstrates thoroughness and strong ownership of work

Nice to have:

  • Experience with cloud development and deployment, in particular with AWS (EKS, EC2, S3, RDS)

  • Experience with container technologies, such as Docker

  • Experience with shell scripts

  • Experience or working knowledge of Agile Practice and TDD (test driven development)

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $100,000 to $175,000, 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.

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