Drimva

Millennium

Quantitative Developer (C++) - Central Liquidity Strategies

$160K–$250K

New York, New York · On-site · Full-time · Posted Feb 10, 2026

Experience
5+ years in a front-office financial services environment as a senior contributor; 10+ years cumulative professional experience.
Education
Degree in computer science or a related field.

About the job

Designs and maintains a high-performance, low-latency C++ framework and trading systems for algorithmic trading, working with quantitative research and trading teams to improve execution performance.

What you'll do

  • Build and enhance the low-latency trading framework, execution algorithms, order management systems, market data handlers, and trading interfaces.
  • Use network and systems programming to reduce latency and improve platform efficiency.
  • Develop market-data and simulation tools, automated tests, and performance benchmarks in collaboration with research and trading teams.

What they ask for

  • 5+ years of professional experience in a front-office financial services environment as a senior contributor.
  • 10+ years of cumulative professional experience.
  • Degree in computer science or a related field.
  • Strong C++ skills, including C++17/C++20/C++23, multithreading, and asynchronous environments; understanding of low-latency systems, Linux internals, networking, and financial trading systems.

Nice to have

  • Familiarity with Python for quantitative research and data-oriented processing.
  • Familiarity with analysis of execution algorithm performance.

Pay

$160,000 to $250,000 USD base salary

Tools

C++, C++17, C++20, C++23, Linux, Python

Model-written summary · the original posting is authoritative

First seen Oct 28, 2026 · Last verified Nov 5, 2026 (UTC)