Skip to content

Open nowPosted 211 days ago

Senior Software Engineer - EQ Derivatives Pricing & Risk

Millennium70 open roles

Pay
$175,000 – $250,000 a year
Where
New York, New York, United States of America
Work mode
On site
Get the CV for this job

From $25 per CV, paid once. No subscription.

Your applicationOpen nowSenior Software Engineer - EQ Derivatives Pricing & RiskMillennium · New York, New York, United States of America
  1. YouYes, apply to this one.

  2. CV RocketCV written for this posting.

  3. 25 readersRecruiter, hiring manager, skeptic. Round after round.

  4. CV RocketApplied on Millennium's own form.

The reply lands in your private mailbox

3×more interviews than doing it yourself with ChatGPT.

The clock on this job

Early applications get read.

8.1% of postings close within 7 days. Measured by our own scanner across the market. Millennium postings stay open a median of 32 days.

Share of postings closed within
  1. 1.7%1 day
  2. 3.6%3 days
  3. 8.1%7 days
  4. 15.1%14 days
  5. 34.0%30 days
This job: posted 211 days ago

Millennium median: 32 days open

The posting

Senior Software Engineer - EQ Derivatives Pricing & Risk

The successful candidate will join a global team responsible for designing and developing Equities Volatility, Risk, PnL, and Market Data systems. You will work hands-on with other developers, QA, and production support, and will partner closely with Portfolio Managers, Middle Office, and Risk Managers. We are looking for a very strong senior engineer with deep knowledge of equity derivatives products and their pricing and risk characteristics.

You must be a highly capable hands-on developer with a solid understanding of front-to-back trading system workflows, especially pricing and risk. Excellent communication skills, strong ownership, and the ability to work effectively in a fast-paced, collaborative environment are essential. Experience in Unix/Linux environments is required; exposure to cloud and containerization technologies is a plus.

Principal Responsibilities

  • Design, build, and maintain real-time equity derivatives pricing and risk systems (including volatility and PnL components).
  • Implement robust, scalable, and low-latency server-side components in a multi-threaded environment.
  • Collaborate with portfolio managers, risk, and middle office to translate business requirements into technical solutions.
  • Contribute to UI components as needed (and learn new UI technologies where required).
  • Write clear technical documentation and maintain system design and support guides.
  • Develop and execute automated tests using approved frameworks; ensure production quality and reliability.
  • Provide level-3 support, troubleshooting, and performance tuning for production systems.

Qualifications & Skills

  • 7+ years of professional experience as a server-side software engineer.
  • Deep understanding of equity derivatives products (options, volatility products, exotics) and their pricing and risk measures (e.g., Greeks, PnL attribution).
  • Strong experience with concurrent, multi-threaded, and low-latency application architectures.
  • Expertise in Object-Oriented design, design patterns, and best practices in unit and integration testing.
  • Experience with distributed caching and replication technologies.
  • Solid knowledge of Unix/Linux environments is required.
  • Experience with Agile/Scrum development methodologies is required.
  • Exposure to front-end/UI technologies (JavaScript, HTML5) is a plus.
  • Experience with cloud platforms and containerization (e.g., Docker, Kubernetes) is a plus.
  • B.S. in Computer Science, Mathematics, Physics, Financial Engineering, or related field.
  • Demonstrates thoroughness, attention to detail, and strong ownership of deliverables.
  • Effective team player with a strong willingness to collaborate and help others.
  • Strong written and verbal communication skills; able to explain complex technical and quantitative topics to non-technical stakeholders.
  • Proven ability to write clear, concise documentation.
  • Fast learner with the ability to adapt to new technologies and business domains.
  • Able to perform under pressure, work with ambitious team members, and handle changing priorities.

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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. 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.

From $25, paid onceGet the CV for this job

What happens when you press

One press. We do the rest.

  1. A CV for this posting

    Written against Millennium's own wording, from every piece of relevant proof in your profile.

  2. 25 readers review it

    Recruiter, hiring manager, skeptic and more read every draft, round after round. You get the best round.

    The review screen in CV Rocket: how each CV was read, round by round.
  3. We apply on Millennium's form

    Our application engine gets through the hardest forms there are. Where a question needs you, AI suggests the best answer. Don't want us applying from our IP addresses? Use our Chrome extension: we apply straight from your own browser.

    An application in CV Rocket: every answer filled in on the employer's form.
  4. Every reply, sorted

    Millennium's answer lands in your private mailbox, and we classify it on arrival: interview, question, rejection.

    The CV Rocket inbox: each employer reply classified as an interview, an action or a rejection.
  5. Reply with AI

    AI helps you write the email, checks it and sends it. We show you whether the recruiter read it.

  6. The interview in your calendar

    Full integration with your calendar. The invitation goes straight in.

    An interview invitation in the CV Rocket inbox, added to the candidate's calendar.
Get the CV for this job

From $25 per CV, paid once. No subscription.

Why it works

3×

more interviews than doing it yourself with ChatGPT.

ChatGPT writes a CV and never learns what happened to it. We see every reply. For each CV we know:

  • How it was written, and how the review scored it
  • When we applied, and how long after the posting went up
  • Which posting, which company, which city
  • Who got the interview, and who heard nothing

That is how we know which CVs get called.

Get the CV for this job

From $25 per CV, paid once. No subscription.

The numbers game

More applications. More interviews.

Every application goes out with its own CV, written for that posting and paid once. Send enough of them and the law of large numbers finds you the job.

By hand5–10
With CV Rocket100
applications a day

Nearby

Live postings like this one

Same employer first, then the same role elsewhere.

Before you press

Straight answers

Get the CV for this job

From $25 per CV, paid once. No subscription.

What if my background isn't good enough?

We make the most of the background you have. The CV uses every piece of relevant proof your profile holds, and one of the 25 readers reads your whole profile and flags what the CV left out.

Do you really apply for me?

Yes, on the employer's own form, the hardest ones included. Where a question needs you, you answer it right there and AI suggests the best answer. Don't want us applying from our IP addresses? Use our Chrome extension: we apply straight from your own browser.

Is it a subscription?

No. You pay once per CV, from $25. Every application goes out with its own CV, written for that posting.

One job. One CV.
Paid once.

Pick the posting you want. We write for it, apply for you and catch the reply.

Get the CV for this job

From $25 per CV, paid once. No subscription.