R&D C++ Developer R&D C++ Developer …

Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 15 Sep 19
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 15 Sep 19
Competitive
R&D C++ Developer
R&D 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
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