Senior Quantitative Developer (Python) – Central Liquidity Strategies
A senior Python developer role building an alpha research pipeline for Millennium's Central Execution Book, which aims to reduce market impact and information leakage across the firm. It spans data ingestion through to model evaluation and reporting.
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 parts of the alpha research platform from data intake to reporting
- Write and test code with CI, regression tests and documentation
- Add model evaluation and dashboard workflows for researchers
- Profile and speed up data-heavy Python jobs
- Set direction for the pipeline's design and mentor juniors
What they ask for
Required
- Five years of Python in quantitative finance
- Linear models and basic statistics
- Python data science and dashboard libraries
- Experience building alpha or ML pipelines
- Runtime performance tuning
- Clear technical communication
Preferred
- C++, Rust or CUDA for profiling native code in ML libraries
- Education
- No degree level stated
- Experience
- 5+ years of Python in a quantitative finance setting
- Languages and tools
How to prepare
- Build a small research pipeline with data ingestion, a linear model and an evaluation dashboard
- Practise profiling slow pandas or NumPy code and fixing bottlenecks
- Learn how market impact is estimated and why it matters for execution
- Set up CI and regression tests for a research repo
What to study
- Python for Quantitative Finance
- Quantitative Research, Data and Backtesting
- Financial Machine Learning
- Quantitative Data Engineering
The 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.