Quantitative Development - DevOps Engineer

Job Function Summary

The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis.

We are seeking a highly driven, results-oriented, and opinionated dev ops leader with experience in handling research infrastructure, deploying critical applications, and operating on large amounts of data to create battle-tested infrastructure and improve the research development experience.

Principal Responsibilities

• Leadership: the candidate will design and implement infrastructure, and advise on and enforce best practices to maximize research and development velocity
• Research: the candidate is expected to keep up with the state-of-the-art tools that are being used in the field and continuously evaluate what the best tools and practices are for our use cases
• Machine Learning Operations (MLOps) + Development Experience (DevEx):
• create dependable and reproducible polyglot (Python, native extensions, CUDA) environments for rapidly iterating research projects that can be easily deployed to prod
• Enforce best practices and packaging standards for large research codebases
• Work with the cloud to help scale research jobs
• Infrastructure automation:
• develop CI/CD pipelines for research processes and live trading apps
• develop robust monitoring solutions for infrastructure and deployed applications
• automate recurring jobs with tools like Airflow/Prefect
• Performance engineering:
• Be familiar with best practices for profiling, monitoring performance to assist with performance investigations
• Develop solutions that empower researchers and developers to understand the performance of their code

Qualifications/Skills Required

• Experience: 10+ years of experience with research focused DevOps (HPC, ML research, quant research) and experience with high-availability production deployments
• Strong communications skills and ability to work with many stakeholders in a team environment
• Leadership skills: ability to work with constraints, make decisions under time pressure, and own your work
• Development skills: Experience writing clean, robust, and testable code for automating processes pertaining to infrastructure management and deployment
• Systems knowledge:
• familiarity with Linux internals
• understanding of package management, how software is deployed on systems
• Python:
• Strong understanding of Python internals
• Familiarity with the latest standards in the packaging ecosystem (uv), build tools like hatchling
• Familiarity with tools like: Nix, Conda, Pixi, and containers

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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.