Quant jobs / Millennium

Quantitative Developer / Trading Systems Engineer – Systematic Macro

A C++ role building the live, latency-sensitive trading stack for a systematic macro pod, from market data intake to order execution. It also covers deployment and live support.

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 C++ systems from market data ingestion through to order entry
Put performance-critical signal calculations into production
Build replay and data management tools for research
Set infrastructure requirements for central technology teams
Implement team-level trading controls and support live trading

What they ask for

Required

5+ years of production electronic trading systems
Low-latency C++
Market data and order entry components
Concurrent real-time design
Testing and version control discipline
Linux
Futures, FX or fixed income exposure

Preferred

Monitoring and controls in front office
Algorithmic execution experience
Master's or PhD in a quantitative subject

Education: Bachelor's required; Master's or PhD preferred in a quantitative or technical subject
Experience: 5+ years building production trading systems
Languages and tools: C++
Linux
Markets: futures, fx, fixed-income

How to prepare

Build a market data feed handler and order book in C++
Add a replay tool that reproduces a trading day deterministically
Study FIX order entry and pre-trade controls
Learn futures and FX market conventions

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.