The Quantitative Developer (multiple openings) at MPG Operations LLC in New York, NY will partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools. Build critical trading infrastructure with a focus on systematic trading opportunities in US equity options. Develop and optimize infrastructure supporting the overall development and production of quantitative trading models. Implement technology to enable large-scale computational efforts in quantitative research, including preparation and transformation of data and other operation tasks. Work with traders to develop user interfaces for trading, live debugging, and risk systems. Responsible for the implementation and operation of systems to enable quantitative research and facilitate the live operation of such systems, including monitoring and pro-active detection of potential problems and intervention. Develop data engineering solutions for quantitative research and trading, including tools and processes that validate the integrity of data, design, coding, and maintaining tools for the systematic trading infrastructure, and graphical user interface for risk management and live trading. This position may involve work at unanticipated Millennium locations in the United States. Salary: $160,000 - $250,000 per year. Minimum Requirements: Requires a Masters in Data Science, or a related quantitative field, plus 3 years in a professional analyst, data engineer, or related, occupation in the investment or financial industry. Must include 3 years of experience with each of the following: 1) C++; 2) Python, including ETL pipeline development; 3) Linux systems programming and network programming, including TCP, UDP, and multicast; 4) Real-time trading systems and high-frequency options market making, including low-latency pipelines, high-performance caching, order book dynamics, and execution strategies; 5) Production software deployment and maintenance, including Git and CI/CD; 6) Options pricing, volatility modeling, real-time risk management, and PnL attribution, including early exercise, portfolio exposure management, and delta-gamma hedging; 7) Real-time market data processing, exchange connectivity, and U.S. market structure, including OPRA, U.S. equity feeds, and exchange protocol implementation; and 8) Statistical analysis, including time-series modeling. To apply please send resume to recruiting@mlp.com and reference job code "0839" when applying. #INDdni