Quantitative Developer - C++
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. As part of the vision the firm is looking to hire a quantitative developer to work on the next generation price and risk analytics platform. In addition to contributing to the development of this library, the role involves interacting with and supporting users, gathering requirements, and facilitating integration with upstream systems. Millennium offers a dynamic, fast-paced environment with exceptional growth opportunities.
Responsibilities
- Building and maintaining our in-house quantitative pricing and risk library (C++)
- Facilitate the integration of this library into upstream applications
- Maintain and enhance the eco-system around the library, including communication with other departments and groups within the firm
- Promote C++ coding and design best practices
Requirements
- Bachelor's degree in Maths, Computer Science, or other relevant discipline (higher qualification is a plus)
- 2+ years of professional experience as in C++ Development
- Modern C++ programming experience in C++17/20 or above
- Knowledge of design patterns, data structures and algorithms
- Ability to write efficient, high performing code.
- Strong analytical and problem-solving skills
- Solid communication skills
- Able to work as part of a team in a fast-paced environment
- Detail oriented, organised, demonstrating thoroughness and strong ownership of work
Optional:
- Experience working with pricing/risk analytics libraries
- Experience working with cross platform C++ development (Windows / Linux)
- Knowledge of financial instruments in any asset class.
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