Software Engineer - Cap Arb PM Tools
Millennium, a leading investment firm, is seeking an experienced and dynamic Senior Software Engineer to join a new team working on pioneering projects in Capital Structure Arbitrage (Cap Arb). This role lies at the intersection of sophisticated technology and innovative investment strategies, designed to support some of the most talented Portfolio Managers in the world.
About the Team
Our team is a vital force in bridging the divide between equities and fixed income at Millennium. We focus on two primary areas: Platform Development:
We’re building a python-based platform that integrates datasets, analytics/pricing systems, and technology platforms across the firm. You'll be shaping a new system to standardize market data; to link diverse securities, derivatives and entities; to power research, exploration and backtesting workflows; and to build valuable and delightful front office apps and tools. Rapid Application Development:
You'll be part of an elite squad responsible for deploying the platform to PMs and for building robust front office tools and systems to support PMs in trading, risk management, opportunity screening, technical/systematic analysis, and research. Responsibilities
This is a heavy hands-on engineering role, and you will be expected to: Design, build and maintain robust and high-performance APIs and services Ensure that our system is extensible, scalable, reliable and meets agreed-upon SLAs for both external users (PMs) and internal users (your teammates) Work with PMs to build tactical and strategic applications covering cross-asset cap arb strategies like debt vs equity, bond seniority arbitrage, bond-CDS basis, credit index basis Craft code that meets an exceptional standard for maintainability, readability and best practices Recognize technical debt, and propose and implement solutions on your own Advocate for improvements to product quality and performance Requirements
7+ years of experience as a back-end or full-stack engineer, ideally on a front-office team at a hedge fund 4+ years of experience with Python Familiarity with both equity and fixed income products, especially basic pricing & analytics Demonstrated experience with building a product and rapidly iterating based on user feedback Proficiency & thoughtfulness around API design, testability/readability and system architecture Proven ability to work in a fast-paced development environment and deliver timely results Demonstrated use of data-driven approaches to experiment, measure success and iterate Ability to navigate complex technical and product-related issues Proactive, effective communication and a bias towards action
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Our team is a vital force in bridging the divide between equities and fixed income at Millennium. We focus on two primary areas: Platform Development:
We’re building a python-based platform that integrates datasets, analytics/pricing systems, and technology platforms across the firm. You'll be shaping a new system to standardize market data; to link diverse securities, derivatives and entities; to power research, exploration and backtesting workflows; and to build valuable and delightful front office apps and tools. Rapid Application Development:
You'll be part of an elite squad responsible for deploying the platform to PMs and for building robust front office tools and systems to support PMs in trading, risk management, opportunity screening, technical/systematic analysis, and research. Responsibilities
This is a heavy hands-on engineering role, and you will be expected to: Design, build and maintain robust and high-performance APIs and services Ensure that our system is extensible, scalable, reliable and meets agreed-upon SLAs for both external users (PMs) and internal users (your teammates) Work with PMs to build tactical and strategic applications covering cross-asset cap arb strategies like debt vs equity, bond seniority arbitrage, bond-CDS basis, credit index basis Craft code that meets an exceptional standard for maintainability, readability and best practices Recognize technical debt, and propose and implement solutions on your own Advocate for improvements to product quality and performance Requirements
7+ years of experience as a back-end or full-stack engineer, ideally on a front-office team at a hedge fund 4+ years of experience with Python Familiarity with both equity and fixed income products, especially basic pricing & analytics Demonstrated experience with building a product and rapidly iterating based on user feedback Proficiency & thoughtfulness around API design, testability/readability and system architecture Proven ability to work in a fast-paced development environment and deliver timely results Demonstrated use of data-driven approaches to experiment, measure success and iterate Ability to navigate complex technical and product-related issues Proactive, effective communication and a bias towards action
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