Quant jobs / Millennium
Quantitative Developer, C++ – Low-Latency Systems
A C++ role building the real-time signal engine for a new systematic equities pod, connecting a Python research layer to production. The developer shapes the stack from the outset.
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.
- Build the C++ engine for features, signals and position tracking
- Bridge the C++ hot path with the Python and Polars research layer
- Publish signals into the firm's shared execution and market data platforms
- Add real-time risk checks, logging and alerting
- Build backtesting and exchange simulation tools
- Profile and tune latency
What they ask for
Required
- 3+ years of high-performance C++ on Linux
- Event-driven low-latency design
- Python with Polars, pandas, NumPy
- Apache Arrow and columnar formats
- Network programming and Linux internals
- Concurrency, data structures, algorithms
- Git, CI/CD, unit tests
- Market data feed consumption
Preferred
- Systematic equities trading systems
- SIMD, cache-friendly design, memory-mapped I/O
- Rust
- kdb+/q
- Equity microstructure and execution algorithms
- DuckDB or Arrow Flight
- AWS and containers
- Education
- Bachelor's or Master's in computer science, maths, physics, engineering or similar
- Experience
- 3+ years of C++ server-side development
- Languages and tools
- Markets
- equities
How to prepare
- Build a C++ feature calculator reading Arrow data
- Write a lock-free handoff between threads and measure latency
- Create an exchange simulator to replay a trading day
- Learn equity order types and auction mechanics
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
- Quantitative Data Engineering
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
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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.
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