Software Engineer.
About Millennium
Millennium is a global investment management firm built on a scalable, technology-driven platform. We run a diverse set of investment strategies and empower our teams to deliver exceptional outcomes by providing world-class tools, infrastructure, and data.
Team & Role Overview
The Latency-Critical Trading team is building a best‑in‑class systematic data platform to power the next generation of low‑latency systematic strategies. The team includes low‑latency Linux, network, datacenter, and C++ engineers focused on our end‑to‑end trading stack.
Key Responsibilities
Monitor and assess the quality of live and historical market data; detect, inventory, and remediate data gaps.
Maintain and document exchange session times, holiday schedules, timestamp rules, and protocol/microstructure changes.
Analyze latency, data rates, bursts, and message flows to understand microstructur...