C++ Developer
New York, NY

Job Description

C++ Developer

Millennium is seeking a team-oriented individual who can add value to its Equity Technology Research & Development team. It is an exciting opportunity to work in a R&D Lab environment that would allow the individual to research and experiment with current & next generation technology such as processors (Intel, AMD, IBM Power, ARM), heterogeneous computing paradigms, high performance computing, hardware acceleration using FPGA, GPU or other, low-latency stack, etc. The individual will also collaborate with application development and infrastructure teams in reviewing architecture, performance analysis & tuning, prototyping reference implementations, etc.

SKILLS REQUIRED:

* 5+ years of experience in C/C++ development, C++ application/library acceleration and implementing highly optimized code in Linux/UNIX environment.
* Experience with implementing and optimizing numerical models (BLAS, SVD, PCA, monte-carlo, convex optimization)
* Experience with programming to modern hardware stack, high-performance software design practices that make optimal use of underlying hardware architecture is highly desired
* Solid understanding of multithreading, parallel & distributed programming architectures
* Knowledge of good practices in object oriented programming and data structures
* Knowledge of FPGA architecture and High Level Synthesis (HLS) technology
* Experience with openCL/openACC/CUDA is plus
* Experience with development and accelerating financial models & libraries (portfolio optimization, risk analytics, other) is a plus
* Must be passionate about technology and should stay abreast of the latest industry practices and technological innovations
* Self-starter and must have excellent problem solving skills