Quant jobs / Millennium

Senior Quantitative Engineer – Systematic Cross Commodity

A senior engineering role in a small London systematic trading team, owning the research tooling and production systems behind alpha research and execution. It suits an engineer who also understands quantitative workflows.

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 research tooling that speeds up alpha discovery
Develop event-driven systems for signal computation and execution
Run real-time data ingestion and distributed compute for research and production
Monitor the whole system and catch faults early

What they ask for

Required

Python and C++
Distributed systems design
Real-time event-driven systems
Large-scale time series storage and processing
Docker, Kubernetes, Kafka
Numerical computing and databases
Testing, build and release practices

Preferred

Systematic futures trading experience
Experience with tick and alternative data
Master's or PhD in a technical subject

Education: Master's or PhD in a technical field preferred
Experience: 5+ years in strong computer science or engineering roles
Languages and tools: Python
C++
Kafka
Kubernetes
Markets: commodities, futures

How to prepare

Build a streaming pipeline that ingests futures ticks into a time-series store
Write a small event-driven signal engine in Python with a C++ core
Learn commodity futures curves and roll mechanics
Practise designing for failure, with monitoring and replay

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.