Software Engineer – Python (Equities Transactional Systems)
Millennium is looking for an exceptional individual to join the Equities Transactional Systems Core Technology Team. This team is responsible for the firm’s equity transaction data platform, including trade lifecycle event processing, enrichment, and PnL calculations. The role is ideal for an engineer who enjoys building robust, high-throughput services and data pipelines in a fast-paced, delivery-focused environment.
Principal Responsibilities
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Design and develop solutions for trade lifecycle event processing, including corporate actions, expiries, and other post-trade events.
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Build and operate Python-based services that perform large-scale data transformations and calculations.
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Publish and distribute transaction and PnL data using Kafka, including AVRO-based schemas and streaming patterns.
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Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipelines, and re-designing infrastructure for scalability and resiliency.
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Deliver software in an agile fashion using modern engineering practices: comprehensive automated testing, code review, version control, CI/CD, and scheduling/orchestration patterns.
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Provide level-three support for the applications and processes developed by the team.
Required Skills
- Minimum of 3+ years of professional Python development experience, ideally in capital markets or a fintech firm.
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Experience with Kafka (or equivalent streaming/messaging platforms) and schema-based event publishing (e.g., AVRO).
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Strong experience performing large-scale data calculations in Python using libraries like pandas, polars, and NumPy.
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Experience building REST services using frameworks such as FastAPI and/or Flask.
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Strong SQL skills and experience working with relational databases in production environments.
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Hands-on experience with containerized deployments and modern infrastructure tooling (Docker, Kubernetes) and familiarity with cloud platforms.
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Understanding of modern SDLC practices (testing strategy, CI/CD, release management, observability, and operational ownership).
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Experience using AI-assisted development tools to improve developer productivity.
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Strong communication and interpersonal skills with a desire to work in a collaborative environment.
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Delivery-oriented: understands the importance of shipping enhancements iteratively in an agile way.
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Detail-oriented with strong ownership and a focus on accuracy and reliability.
Preferred Skills
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Experience in finance: understanding of common financial asset classes; knowledge of equities corporate action processing, trade lifecycle concepts, and/or P&L calculations is a strong plus.
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Hands-on UI development, including but not limited to Angular, Typescript, Ag-grid.
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Bachelor’s degree in computer science or another quantitative field from Tier 1 colleges.