Software Engineer - FIC Quant Team
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. The Fixed Income & Commodities Technology (FICT)
group is responsible for providing firm wide real-time risk and P&L for all
Fixed Income, Commodities, Credit and FX products. FICT provides a dynamic and
fast-paced environment with excellent growth opportunities.
- Take part in the development and enhancement of its distributed pricing platform.
- Work closely with other global FICT Tech, FICT research, Middle Office and Trading.
- Building new FICT analytics library and integrating it into the existing system, using latest technologies.
- Design and implement, low latency, fault tolerant, loosely coupled distributed systems.
- Maintain and support existing production library to ensure FICT provides continuous, uninterrupted, firm wide risk and P&L.
- At least a BSc in Computer Science or a related Financial engineering
- At least 5 years of experience developing in Java
- Strong analytical and mathematical skills, with interest in quantitative finance
- Experience in Multi-threading, Client-Server and Distributed computing
- Experience working in Linux environment
- Good understanding of various Design Patterns, Algorithms and Data structures
- Strong problem solving capabilities
- Solid communication skills
- Able to work independently in a fast-paced environment
- Experience with Fixed income pricing and risk analytics in Front office trading Rates / Commodity / Credit / FX
- Experience in GRPC
- Experience in AWS and Kubernetes
- Experience developing Cross Asset Pricing and Risk Systems
- Experience with Service Oriented Architecture, Spring AOP
- Experience with NoSQL databases
- Experience with caching technologies like Redis
- Experience with messaging libraries like KAFKA
- Experience with Python