Quantitative Developer
Quantitative Developer
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Job Description
The successful candidate will join the Quant/Technology team which designs builds and maintains the firms core analytics software. This library has many users throughout the company including portfolio managers risk managers and is integrated into several key trading and risk monitoring applications. Alongside contributing to the development of this library an important role is interacting and supporting all users gathering requirements and facilitating integration with various upstream systems. Strong communication skills are a must as is a commitment to support and engagement with colleagues using the analytics software.
Responsibilities:
- Building and maintaining development of our inhouse quantitative pricing and risk library (C)
- Facilitate the integration of this library into upstream applications
- Maintain and enhance the ecosystem around the library including communication with other departments and groups within the firm
- Writing documentation
- Promote C coding and design best practices
Requirements:
- Bachelors degree in Math Computer Science or other STEM discipline (higher qualification is a plus)
- 2 years of professional experience as a quant developer strat or software engineer
- Modern C programming experience in C17/C20 or above ideally crossplatform (Linux/Windows)
- Ability to write efficient high performance code
- Strong analytical and mathematical skills
- Excellent problem solving capabilities
- Able to work as part of a team in a fastpaced environment
- Detail oriented organized demonstrating thoroughness and strong ownership of work
Nice to have:
- Experience working with quant pricing libraries and integration into trading and risk applications
- Experience working with tooling around software development including build test and continuous integration
- Knowledge of financial markets of any asset class (Equities Credit Rates FX Macro Commodities etc.
Millennium pays a total compensation package which includes a base salary discretionary performance bonus and a comprehensive benefits package. The estimated base salary range for this position is $175000 to $250000 which is specific to New York and may change in the future. When finalizing an offer we take into consideration an individuals experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
Employment Type
Full-Time
