Quantitative Developer – Research & ML Engineering, Systematic Macro
A developer role in a systematic macro pod, training machine learning models on high-frequency data and building the compute behind them. It works directly with the portfolio manager to put models live.
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.
- Train and productionise classical and deep learning models on high-frequency data
- Improve the data processing, distributed compute and parameter search pipeline
- Smooth the route from research to live trading
- Use shared firm platforms rather than rebuilding them
What they ask for
Required
- Master's or PhD in a quantitative subject
- 3+ years in software or quant development
- ML model development on large datasets
- Distributed computing for ML
- Python beyond the research stack (parallelism, native bindings)
- Linux
- Agentic AI system experience
Preferred
- C++
- Backtesting pitfalls: overfitting, lookahead and survivorship bias
- Market microstructure
- Front-office model deployment
- Education
- Master's or PhD in computer science, maths, statistics, engineering, physics or similar
- Experience
- 3+ years in software engineering or quantitative development
- Languages and tools
- Markets
- multi-asset
How to prepare
- Train a model on tick data with strict time-based validation
- Parallelise a parameter search with Ray or Dask
- Learn where leakage and lookahead bias creep into a backtest
- Wrap a Python hot path with C++ bindings
What to study
- Financial Machine Learning
- Quantitative Research, Data and Backtesting
- Market Microstructure and Execution
- Python for Quantitative Finance
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.