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