Quant jobs / Millennium

Lead Quantitative Developer – Systematic Equities

A lead engineering role for a newly formed systematic equity pod, owning the trading and research technology from the start. It works directly with quant researchers and the senior portfolio manager.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Design the pod's data, signal, backtest, execution and risk architecture
Turn researcher prototypes into production C++ or C# for latency-sensitive parts
Build backtesting, simulation and feature store infrastructure
Connect order routing to exchanges and brokers and add real-time risk checks
Recruit and lead a small developer team

What they ask for

Required

C++ or C#
Python
Algorithms and concurrency
SQL and time-series databases
Git, testing and CI/CD
Market data handling
FIX and DMA connectivity
Event-driven real-time systems

Preferred

Communicating with researchers and traders
Independent project ownership

Education: First-class bachelor's or master's in computer science, maths, physics, engineering or similar
Experience: 3+ years building high-performance trading systems, ideally for systematic equities
Languages and tools: C++
C#
Python
SQL
Markets: equities

How to prepare

Build an event-driven backtester with a simple execution simulator
Implement a FIX order gateway against a test exchange
Practise normalising and replaying market data in a column store
Study monitoring, alerting and failure recovery for trading systems

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Millennium’s site before applying: requirements, location and pay can change after we check them.

View the posting on Millennium’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Millennium and doesn’t handle applications.