Quantitative Developer, Systematic Equities

Job Description: Quantitative Developer, Systematic Equities

Please direct all resume submissions to [email protected] and reference REQ-26457 in the subject.

Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.

Job Description

We are seeking a highly skilled and entrepreneurial Lead Software Engineer to architect, build, and scale the core trading infrastructure for a newly formed quantitative trading pod. You will lead the design and deployment of systems that support systematic strategies operating across global markets and time zones.

This is a hands-on leadership role at the intersection of technology, research, and trading - you'll collaborate directly with quantitative researchers and the Senior Portfolio Manager to turn ideas into production-ready strategies.

The pod is led by a Senior Portfolio Manager with 15+ years of experience and a proven track record in alpha generation, strategy development, and risk management at top-tier quant firms. This is a unique opportunity to own the technology stack from day one, influence strategic direction, and help shape a high-performance team in a collaborative and intellectually rigorous environment.

Location

Dubai

Principal Responsibilities

• Technical Leadership & Architecture

  • Design and maintain the trading system architecture, including components for data ingestion, signal generation, backtesting, execution, and risk management

  • Make decisions on technology stack, performance optimization, and scalability

  • Ensure the system supports reasonable latency, high-throughput, and fault-tolerant trading

• Team Leadership & Collaboration

  • Help recruit and Lead a small team of developers (sometimes quants as well) within the pod

  • Work closely with the quant researchers and traders to understand strategy requirements and translate them into code

  • Prioritize tasks and mentor junior developers or quant devs

• Strategy Implementation Support

  • Build and maintain research infrastructure (e.g., backtesting frameworks, simulation environments, feature stores)

  • Translate researchers' prototypes (e.g., in Python) into production­ grade code, often in C++, or C# for latency-sensitive components

• Execution & Infrastructure

  • Optimize and support order execution systems, integrating with various exchanges or broker APIs

  • Implement real-time risk checks, monitoring, logging, and alerting tools

• Data Engineering & Management

  • Oversee the pipeline for ingesting, cleaning, and storing data (market, alternative, internal)

  • Ensure data integrity and low-latency access for trading and research

• DevOps & Reliability

  • Often take responsibility for deployment pipelines, version control, and production support

  • Ensure high system availability and rapid recovery in case of failures

• Security & Compliance

  • Make sure that the pod's infrastructure adheres to firm-wide compliance and security standards

  • Ensure rigorous version control, code quality, and documentation standards

  • Conduct thorough testing and debugging of software components, resolving any issues or discrepancies.

Required Technical Skills

• 1st class Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field

• Fluency in C++ or C# for performance-critical systems

• Proficiency in Python, especially for scripting, research integration, and data tools

• Solid understanding of algorithms, data structures, and multithreaded/concurrent programming

• Strong knowledge of SQL and modern database design (e.g., column stores, time-series DBs)

• Familiarity with software engineering best practices: version control (Git), unit testing, CI/CD, logging, monitoring, etc.

• Strong troubleshooting skills across distributed systems

Required Experience

• 3+ years of hands-on experience designing, building, and maintaining high-performance trading systems, ideally in a systematic equities or quant trading environment

• Proven experience in:

  • Handling large-scale market data (e.g., normalization, feed handling, replay systems)

  • Order routing and exchange connectivity, including FIX protocols and direct market access (DMA)

  • Building event-driven architectures and real-time systems with tight SLAs

  • Identifying and resolving performance bottlenecks, data inconsistencies, or system instability in production environments

Highly Valued Relevant Attributes

• Excellent communication skills - able to interface directly with quant researchers and traders, translate requirements, and explain technical decisions

• Demonstrated initiative and ownership: able to drive projects independently, while collaborating effectively in a team setting

• Comfortable in fast-paced, iterative environments where priorities can shift quickly based on market conditions or research insights