Quant jobs / Millennium

Quantitative Developer (C++) – Central Liquidity Strategies

A senior C++ developer role building the low-latency algorithmic trading framework used by one of Millennium's central trading teams. It works directly with quant researchers on execution performance.

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.

Extend the C++ low-latency trading framework
Build execution algorithms, order management and market-data handlers
Create historical-data and simulation tooling for research and testing
Add automated tests and performance benchmarks
Cut latency through network and systems programming

What they ask for

Required

Modern C++ (17/20/23)
Multithreading and asynchronous design
Low-latency and real-time design
Linux internals and networking
Data structures and algorithms
Front-office equities and futures experience

Preferred

Python for research and data processing
Analysing execution algorithm performance

Education: Degree in computer science or a related field
Experience: 5+ years in front-office financial services as a senior contributor; 10+ years overall
Languages and tools: C++
Python
Markets: equities, futures

How to prepare

Build a lock-free queue and benchmark it against a mutex version in C++20
Write a market-data feed handler with replay and unit tests
Study how execution algorithms such as VWAP and POV work and how to measure them
Learn Linux networking basics: sockets, epoll and kernel tuning

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.