Quant jobs / Millennium

Software Engineer – Equity Derivatives Pricing & Risk

A Java engineering role building the risk and P&L systems used by equity volatility managers. It includes integrating exotic pricing models into the platform.

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.

Extend risk and P&L services for equity volatility books
Wire exotic and structured-product pricers into the platform
Provide third-line production support and fix performance bottlenecks
Add automated tests and review code for the team

What they ask for

Required

Java and Spring Boot microservices
Python scripting
Distributed caching (e.g. Ignite)
Containers and Kubernetes, AWS
Git and CI/CD
Equity derivatives experience
Options, futures and structured products knowledge

Education: Not stated
Experience: Prior work supporting equity derivatives on the buy or sell side
Languages and tools: Java
Python
Kubernetes
AWS
Markets: equities, options, futures

How to prepare

Build a small option pricing and Greeks service in Java with tests
Study how structured products are priced and how their risk behaves over their life
Learn what a vol desk's P&L explain and risk ladder look like
Practise caching and performance tuning on a pricing service

What to study

The Derivatives Pricing 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.