Senior High Frequency C++ Engineer
Millennium Management · New York, United States · 7mo ago
The Systematic Platform Execution & Exchange Data (SPEED) Team is at the core of Millennium’s Equities, Quant Strategies, and Shared Services Technology organization, powering the firm’s lowest‑latency solutions for systematic and high‑frequency trading. SPEED delivers the live trading and market‑data platforms used by portfolio managers and risk systems, including Latency Critical Trading (LCT), DMA OMS (Client Direct), DMA market data feeds, packet capture (PCAPs), enterprise market data, and intraday data services across latency tiers from sub‑100 nanoseconds to millisecond‑sensitive workflows. By building andoperatingthis execution and data infrastructure, SPEED enables portfolio managers and researchers to compete effectively in the most time‑critical markets.
As a Senior HFT Developer on SPEED, you will design and build core low‑latency components for order entry, market data, exchange simulation, feature extraction, and strategy containers, initially focused on delivering the full set of capabilitiesrequiredfor trading and research infrastructure. You will collaborate closely with system architects and quantitative researchers,operateandoptimizethese systems in production, and have clear opportunities to grow into technical and team leadership as the effort scales. This role offers the chance to work end‑to‑end on mission‑critical HFT systems in a highly technical environment, directly shaping the performance, reliability, and evolution of platforms that are central to Millennium’s trading edge.
Principal Responsibilities
Build low-latency infrastructure for order entry, market data, exchange simulators,feature extraction, strategy container, and other systems.
Build convenience layer tools and services tofacilitatetrading teams onboarding at MLP.
Provide level 2 supportforthe systems in production.
Work closely withthe SPEEDarchitect, quantitative researchers, and the business to provide high ROI solutions that are aligned with both the businessandtheplatformstrategy.
Opportunities for growth in terms of leadership as effort expands.
Will liaise with many other MLP teams depending on project focus.
Qualifications/Skills Required
5+ years with a well-regarded HFT group, delivering production-grade, low-latency systems.
Demonstratedexpertisein C++andPython for production, low‑latency systems.
Deepfamiliaritywith low-levelSystems: OS tuning, networking stack, user‑space drivers, and kernel-bypass patterns.
Strong understanding of the HFT quantitative research pipeline.
Experience with HPC grids (scheduling, storage, job management) for research and production workloads.
Cloud experience (AWS, GCP) is a plus
Provenability to navigate large organizations, create cross-team synergies, and influence outcomes.
High accountability and ownership; able to self-manage time, set priorities, and meet deadlines.
Potential toprovide technical leadershipandmanage a small team
The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.