C++ Engineer - Real Time Pricing And Risk, Equities Technology

C++ Engineer - Real Time Pricing and Risk, Equities TechnologyThe successful candidate will join a team that designs and develops an equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers. Must be a very strong hands-on developer. Must have good understanding of pricing and risk functionalities of a trading system. Must have experience in API level integration with quant model libraries. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.Principal ResponsibilitiesJob requires building/maintaining an equity derivatives ticking risk system and its various calibration processes and workflows.Job requires building pricing services wrapped around quant model librariesWriting documentation.Testing code via approved frameworks.Qualifications/SkillsExpert level C++ and good Core Java skillsServer-side coding experience of at least 5 to 10 years.Deep understanding of concurrent, multi-threaded application environments.Expertise in Object Oriented design, Design Patterns, Unit & Integration testing.Experience in developing real-time pricing/risk applications.Experience with middleware messaging platforms is required.General market knowledge of equity derivatives is desired.5+ years of working with financial positions data and market data.Knowledge of Unix/Linux is required.Knowledge of Agile/Scrum development methodologies is required.B.S. in Computer Science (CIS) or Mathematics or Physics.Demonstrates thoroughness and strong ownership of work.Good team player with a strong willingness to participate and help others.Strong communication skills.Documentation writing is a must.Quick learner.Cope with pressure, ambitious team members and changing project priorities.The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.