> Markdown version of [/jobs/ext/4503564-quantitative-developer-c-central-liquidity-strategies](https://www.wearedevelopers.com/jobs/ext/4503564-quantitative-developer-c-central-liquidity-strategies). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Quantitative Developer (C++) - Central Liquidity Strategies - **Company:** MILLENNIUM - **Location:** New York, NY, United States - **Experience:** Expert - **Salary:** $160,000.0 - $250,000.0 - **Contract:** Permanent contract - **Skills:** Algorithmic Trading, Automation of Tests, C++ (Programming Language), Data Structures, Linux, Python (Programming Language), Object-Oriented Software Development, DataOps, Software Engineering, System Programming, Multithreading, Real Time Systems, Information Technology, Low Latency - **Published:** November 2, 2026 - **Apply:** https://www.careerbuilder.com/job-details/quantitative-developer-c-central-liquidity-strategies-new-york-ny--d035454d-ae50-4fc3-af01-d921db830d5d ## About the Role C++ Programming Language, Liquidity, Software Engineering, C++ Programming Language, Liquidity, Software Engineering, Algorithms, Architectural Design, Quantitative Research, Order Management, * 5+ years of professional experience in a front-office, financial services environment as a senior contributor * 10+ years cumulative, professional experience * A degree in computer science or a related field * Strong background in data structures, algorithms, and object-oriented programming in C++, including: * Proficiency with new features of C++17/C++20/C++23 * Proficiency with multithreading and asynchronous environments * Strong understanding of low-latency and real-time system design and implementation * Strong understanding of Linux system internals and networking * Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures * Familiarity with python for quantitative research and data-oriented processing * Familiarity with analysis of execution algorithm performance ## Description Quantitative Developer (C++) - Central Liquidity Strategies, We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team is one the firm's central trading teams, with focus on creating a low-latency framework for algorithmic trading. By constructing and maintaining this high-performance framework, this developer will be directly involved in a critical path for high volume trading with a core focus on the best possible technical and economic performance., * Build out the C++ low-latency framework for algorithmic trading. * Work directly with quantitative research to optimize the firm's overall execution performance. * Development of execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces. * Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency. * Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability. * Assist in building and maintaining our automated tests, performance benchmark framework, and other tools * Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment