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.

Responsibilities:

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.

Mandatory Requirements:

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

Preferred Requirements:

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