Quant jobs / Millennium

Quantitative Developer – Central Liquidity Strategies

A development role in Central Liquidity Strategies building q/kdb+ and Python applications for equity order flow routing, internalisation and financing. It supports an APAC-led initiative with researchers and traders.

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 q/kdb+ and Python applications for execution analytics
Optimise quantitative models on large streaming datasets
Define APIs and integration specs with partner teams
Deliver models and tools for the APAC execution and financing initiative

What they ask for

Required

2-10 years in development at a financial institution
Compiled and interpreted language experience
Unix proficiency
Degree in statistics, maths, physics or CS preferred
Attention to detail
Clear communication

Preferred

q/kdb+
Databases
Equity electronic trading knowledge

Education: Scientific degree preferred, in statistics, maths, physics or computer science
Experience: 2-10 years in a development-intensive role at a financial institution
Languages and tools: KDB+/q
Python
Unix
Markets: equities

How to prepare

Learn q/kdb+ by loading and querying tick data
Write a Python tool that processes streaming trade data efficiently
Study equity order routing and internalisation
Practise specifying an API for a quant model

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.