Quant jobs / Millennium

Quantitative Developer – Equity Volatility Execution

A C++ developer role on a systematic volatility execution and options market-making platform covering US and Asia-Pacific markets. It sits between researchers, traders and exchange connectivity.

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 market-making, pre-trade risk and order control components
Handle market data and exchange connectivity in latency-sensitive code
Turn researchers' pricing and execution models into production software
Investigate pricing, latency and connectivity issues using trading data
Test, deploy and monitor the platform

What they ask for

Required

Professional C++
Low-latency design, concurrency, profiling
Linux troubleshooting
Messaging and protocols (TCP/UDP multicast, FIX, gRPC)
Working with front-office users
Options and volatility knowledge
Testing, CI/CD, observability

Preferred

kdb+/q
Kafka, Solace or Aeron
Options market-making experience

Education: Bachelor's or higher in a quantitative or technical subject, or equivalent practical experience
Experience: Professional C++ development; options or volatility domain experience valued
Languages and tools: C++
kdb+/q
Linux
Markets: equities, options

How to prepare

Learn implied vol, skew, Greeks and delta hedging well enough to code them
Write a UDP multicast market data handler with a simple order book
Build a quoting engine with basic pre-trade risk checks
Profile and tune its latency

What to study

The Volatility Quant 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.