Описание: Millennium is a global, diversified alternative investment firm founded in 1989. Its Information Technology organization develops flexible, scalable technology and proprietary systems supporting an active, multi-manager investment model. The Equities Tech Algorithmic Development team builds execution technology for Portfolio Managers and trading partners, focusing on high-performance, real-time trading systems.
Задачи:
•Partner closely with technologists, Execution Services, and Equity Finance teams to enhance the firm's execution offering for Portfolio Managers
•Build and evolve real-time algorithmic trading systems and execution platforms
•Develop high-quality features and enhance functionality on a mission-critical platform
•Design and upgrade software to meet performance, scalability, and quality expectations
•Translate business requirements and market constraints across developed and emerging markets into effective technical solutions
•Stay current on relevant technologies, tools, technical libraries, computing environments, and academic research
•Support data analysis and provide L3 troubleshooting for issues affecting critical trading infrastructure
Требования:
•7+ Years of experience with equities execution systems
•Experience developing execution algorithms such as VWAP, TWAP, Inline, and Pairs
•Experience working on matching engines and dark pools
•Experience implementing automated testing strategies for algorithms, including simulation, backtesting, regression suites, and replay frameworks
•Deep understanding of market microstructure, pre-trade risk checks, limit frameworks, and regulatory requirements, and their impact on execution algorithm performance
•Expert-level Java skills with extensive experience building low-latency, GC-aware, high-throughput distributed systems
•Strong understanding of distributed, event-driven architectures and messaging technologies such as Kafka, Solace, or similar tools
•Experience working with or building algo container frameworks
•Nice to have: experience using AI tools to improve developer productivity
Условия: No conditions specified
