Java Engineer - Systematic Portfolio Execution Technology

Company: Millennium
Location: Miami
Posted on: March 12, 2025

Job Description:

Java Engineer - Systematic Portfolio Execution TechnologyOverviewThe SPEED MFT Order Entry team seeks a software engineer to design and implement distributed, latency-sensitive Java systems. This role involves building and maintaining high-performance infrastructure to support systematic quantitative trading.Job Description SummaryResponsible for Systematic Portfolio Execution technology, the area includes both infrastructure and application development pertaining to realtime intraday latency sensitive and non-latency sensitive OMS, trading, and execution, non-latency sensitive APIs and services, as well as trading monitoring and support functions.Principal Responsibilities

• Collaborating with hardware and software developers across divisions to build realtime order entry processing and distribution systems
• Contributing towards the team's technical direction by driving new initiatives
• Developing and optimizing large-scale parallel computation problems that requires large quantities of data shared across resources
• Define processes and standards to be followed globally by the area
• Define, implement, and enforce SLAs, SLOs, policies, metrics and KPIs to proactively monitor the area
• Developing systems, interfaces, and tools for trading simulations that increase research productivity
• Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
• Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other tools
• Testing, implementing, and benchmarking different OMS systems, brokers, and exchanges (internal and external) on different hardware offerings and settings
• Working closely with trading teams to gather requirements and develop solutions in a fast-paced environment
• Working with development and support teams to adapt to exchange technical upgradesQualifications/Skills Required
  • Strong understanding of low-latency and real-time system design and implementation, in Java specifically
  • Strong financial experience across multiple asset classes
  • Deep understanding of memory management, garbage collection
  • Significant experience with profiling and optimizing Java applications
  • Academic or professional experience using AI engineering techniques to create software and systems
  • Expertise in Linux system internals and networking
  • Strong understanding of data structures, algorithms, object-oriented programming and excellent analytical abilities
  • Deep understanding of concurrency and multi-core programming
  • Excellent knowledge of testing framework including JUnit, Mockito, Cucumber
  • Experience building high-performance, easily scalable distributed systems
  • Deep knowledge of modern computer architectures (for example NUMA)
  • Strong understanding of multiple trading venue DMA binary protocols and unique behaviors (for both Market Data and Order Entry, with a focus on Order Entry)
  • Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency and ownership
  • Believer and practitioner of transparency and accountability
  • Effective communication and relationship management skills (client and vendor): The candidate will be expected to work closely with business and technology users to understand their current and future needs
  • BA/BS degree in Computer Science or equivalent (MS preferred)Desired
    • Experience or working knowledge of C++
    • Experience or working knowledge of Python
    • Experience with OMS and overall execution pipelines
    • Shell scripting
    • Experience building no-GC Java applications and high performance JVMs like Zing
    • Experience with (or willingness to learn) JavaScript
    • Knowledge of cloud computing (AWS, GCP)
    • Knowledge of Kafka, Spring Boot, Junit
    • Knowledge of containers (Docker, Podman)
    • Have a good understanding of algo back-testing facilities
    • Previous experience with alpha strategies is a big plus
    • General market knowledge of equities, options, SOR, VWAP, and alpha generating strategies is desiredJoin us to shape the future of systematic quantitative trading and solve significant engineering challenges.
      #J-18808-Ljbffr

Keywords: Millennium, Miami , Java Engineer - Systematic Portfolio Execution Technology, IT / Software / Systems , Miami, Florida