Quantitative Developer - C++

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 Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:

Work closely with Quants and participate in the development of our in-house pricing library (C++)
Maintain and enhancing the team development environment.
Promote C++ coding and design best practices.
Support the integration of our pricing library into our micro-services infrastructure.

Requirements:

Modern C++ programming experience in C++17 and above.
Knowledge of design patterns, data structures and algorithms
Ability to write efficient, high performing code
Strong analytical and mathematical skills
Strong problem solving capabilities
Solid communication skills
Able to work as part of a team in a fast-paced environment.
Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Optional:

Experience working with pricing libraries
Experience working with CMAKE, GIT, GCC and MSVC.
Knowledge of financial instruments in FIC, Equity or FX.