Software Engineer - Cap Arb PM Tools
Software Engineer - Cap Arb PM Tools
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Job Description
Millennium a leading investment firm is seeking an experienced and dynamic Senior Software Engineer to join a new team working on pioneering projects in Capital Structure Arbitrage (Cap Arb). This role lies at the intersection of sophisticated technology and innovative investment strategies designed to support some of the most talented Portfolio Managers in the world.
About the Team
Our team is a vital force in bridging the divide between equities and fixed income at Millennium. We focus on two primary areas:
Platform Development: Were building a pythonbased platform that integrates datasets analytics/pricing systems and technology platforms across the firm. Youll be shaping a new system to standardize market data; to link diverse securities derivatives and entities; to power research exploration and backtesting workflows; and to build valuable and delightful front office apps and tools.
Rapid Application Development: Youll be part of an elite squad responsible for deploying the platform to PMs and for building robust front office tools and systems to support PMs in trading risk management opportunity screening technical/systematic analysis and research.
Responsibilities
This is a heavy handson engineering role and you will be expected to:
- Design build and maintain robust and highperformance APIs and services
- Ensure that our system is extensible scalable reliable and meets agreedupon SLAs for both external users (PMs) and internal users (your teammates)
- Work with PMs to build tactical and strategic applications covering crossasset cap arb strategies like debt vs equity bond seniority arbitrage bondCDS basis credit index basis
- Craft code that meets an exceptional standard for maintainability readability and best practices
- Recognize technical debt and propose and implement solutions on your own
- Advocate for improvements to product quality and performance
Requirements
- 7 years of experience as a backend or fullstack engineer ideally on a frontoffice team at a hedge fund
- 4 years of experience with Python
- Familiarity with both equity and fixed income products especially basic pricing & analytics
- Demonstrated experience with building a product and rapidly iterating based on user feedback
- Proficiency & thoughtfulness around API design testability/readability and system architecture
- Proven ability to work in a fastpaced development environment and deliver timely results
- Demonstrated use of datadriven approaches to experiment measure success and iterate
- Ability to navigate complex technical and productrelated issues
- Proactive effective communication and a bias towards action
Employment Type
Full-Time
