Quantitative Developer, Quantitative Strategies

About the role

Quantitative Developer, Quantitative Strategies

Please direct all resume submissions to QuantTalentUS@mlp.com and reference REQ-29447 in the subject line.

Millennium is a leading global hedge fund with a strong commitment to leveraging technology, data, and market innovation to drive high-quality investment outcomes.

Job Description

We are seeking a highly skilled, entrepreneurial Quantitative Developer to join an existing collaborative quantitative trading pod. This is a hands-on role at the intersection of technology, data, research, and trading, with direct exposure to the Senior Portfolio Manager and quantitative researchers. The role spans the full systematic trading stack, with a particular focus on research infrastructure, data systems, signal deployment, and production monitoring.

Location

New York

Principal Responsibilities

- Own and continuously improve the team’s research platform, including the backtesting framework, simulation environments, and caching / compute layers

- Build and maintain tooling that enables researchers to develop, test, and deploy signals efficiently

- Integrate Agentic AI workflows where they can improve productivity, model development, or operational robustness

- Design, organize, and maintain large-scale datasets and data pipelines used across research and production

- Optimize and support the team’s interfaces with central and external systems, including execution, risk monitoring, and compute / resource management

- Help productionize and monitor trading signals, ensuring robustness, observability, and operational reliability

- Partner closely with researchers and the SPM to translate research needs into scalable engineering solutions

Preferred Technical Skills

- Strong Python engineering skills, with the ability to write clean, scalable, production-quality code

- Experience with performance optimization in Python and with parallel / distributed workloads

- Familiarity with tools such as Kubernetes, Ray, Dask, Polars, Slurm, or similar distributed compute / orchestration frameworks

- Experience with SQL; familiarity with modern data warehouses such as Snowflake is a plus

- Strong Linux experience

- Solid understanding of system design, design patterns, and data architecture

- Excellent communication, analytical, and problem-solving skills, with the ability to quickly understand and implement complex quantitative workflows

Preferred Experience

- 3+ years of experience as a quantitative developer, research engineer, or software / data engineer, ideally in a systematic trading or financial context

- Experience building or supporting research platforms, simulation frameworks, or quantitative data infrastructure

- Experience creating, organizing, and maintaining custom datasets and production-grade data pipelines