Software Engineer - Rust
Millennium Management
Software Engineering
Miami, FL, USA
Posted on Nov 30, 2024
Software Engineer - Rust
We are Fixed Income & Commodities IT team at Millennium, responsible for Trading Applications providing live Risk and Profit & Loss that drives Fixed Income and Commodities trading.
The applications are used by a wide range of users primarily Portfolio Managers and Risk Managers and other trade supporting function like Middle Office, Valuations, etc. We are looking for a strong Back End Engineer who is self-starter and fun to work, support and evolve our already state of art applications to next level.
Responsibilities
- Work with portfolio management, risk, and engineering teams on application development, deployment, and architecture
- Work closely with quants, risk managers and other engineers across the globe to develop compute intensive applications used for quantitative modeling to processing thousands of datasets
- Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
- Automation of system maintenance tasks, end-of-day processing jobs, data integrity checks and bulk data loads/extracts
- Maintain, support, and improve capabilities as new requirements arise
- Partner with project managers and senior leadership team to capture analytic requirements, monitor delivery, and manage expectations
- Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.
Mandatory Requirements
- 3-5 years of professional development experience using Java or C++
- At least 1 year of professional experience working with Rust
- Strong SQL and database experience, particularly with DuckDB, Postgres, and RDBMS
- Experience with containerization, ideally Kubernetes and ArgoCD
- Experience with scaled architectures, performance analysis and optimization of backend systems
- BA or Master in computer science or any other scientific fields
- Able to work independently in a fast-paced environment
- Strong analytical and communication skills
- Strong problem solving capabilities
- Detail oriented, organized, demonstrating thoroughness and strong ownership of work
Preferred Requirements
- Experience with the following Apache repos: Kafka, Arrow, Parquet, and/or Avro
- Experience with cloud technologies, ideally AWS and/or GCP