Quantitative Developer, Systematic Equities

Join to apply for the Quantitative Developer, Systematic Equities role at Millennium . Job Description: Quantitative Developer, Systematic Equities 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 Ensure the pod's infrastructure adheres to firm-wide compliance and security standards Maintain rigorous version control, code quality, and documentation standards Conduct thorough testing and debugging of software components, resolving 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 Seniority level Mid-Senior level Employment type Full-time Job function Finance and Sales Industries Investment Management #J-18808-Ljbffr