Senior Software Engineer - Algo Development
millennium managementBrooklyn, NY
Senior Software Engineer - Algo Development
millennium managementBrooklyn, NYSenior L5
Overview:
In this role you will build and optimize real-time algorithmic trading systems within Millennium’s Algo Development Technology team. You’ll contribute to a scalable, proprietary Java framework used by portfolio managers for equities and futures trading, working with quants and traders in a global, collaborative environment. You’ll own testing, performance tuning and end-to-end delivery of features, with a focus on low-latency execution and automated validation. This is a high-impact role at a firm that prioritizes innovation, learning and disciplined risk management. Compensation / Benefits base salary discretionary performance bonus comprehensive benefits
Responsibilities:
Build real-time algorithmic trading systems for execution optimization Develop and enhance a Java-based proprietary trading framework and sequencer platform Tune system performance for low-latency, high-throughput workflows Own automated testing for algorithms including simulation, backtesting, regression suites and replay frameworks Collaborate with production support to ensure monitoring and reliability of systems Work with quants, execution traders and global tech teams to define and deliver new features
Key requirements:
7+ years in equities execution systems (ideally buy-side) Experience developing execution algorithms (VWAP, TWAP, inline, pairs) Experience with matching engines, dark pools and algorithm container frameworks Experience implementing automated testing for algorithms (simulation, backtesting, regression, replay) Deep knowledge of market microstructure, pre-trade risk checks, limit frameworks and regulatory impacts Expert-level Java for low-latency, GC-aware, high-throughput distributed systems; event-driven architectures and messaging (Kafka, Solace or similar) Experience with futures trading platforms, KDB/Q knowledge is a plus Bachelor's degree in Computer Science or related field collaboration with cross-functional teams strong problem-solving and analytical thinking clear communication with business stakeholders Java (low-latency, GC-aware, distributed systems) Kafka, Solace or similar messaging platforms event-driven architectures
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Level
Senior L5
Location
Brooklyn, NY
Occupation
Software Developers
Industry
Custom Computer Programming Services
Posted
today