Nutanix
Software Engineer - Rust
Nutanix, Miami, Florida, us, 33222
Software Engineer - Rust
We are Fixed Income & Commodities IT team at Millennium, responsible for Trading Applications providing live Risk and Profit & Loss that drives Fixed Income and Commodities trading.
The applications are used by a wide range of users primarily Portfolio Managers and Risk Managers and other trade supporting functions like Middle Office, Valuations, etc. We are looking for a strong Back End Engineer who is a self-starter and fun to work with, to support and evolve our already state-of-the-art applications to the next level.
Responsibilities
Work with portfolio management, risk, and engineering teams on application development, deployment, and architecture. Work closely with quants, risk managers, and other engineers across the globe to develop compute-intensive applications used for quantitative modeling to process thousands of datasets. Optimize this platform by using network and systems programming, as well as other advanced techniques to minimize latency. Automate system maintenance tasks, end-of-day processing jobs, data integrity checks, and bulk data loads/extracts. Maintain, support, and improve capabilities as new requirements arise. Partner with project managers and senior leadership to capture analytic requirements, monitor delivery, and manage expectations. Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm. Mandatory Requirements
3-5 years of professional development experience using Java or C++. At least 1 year of professional experience working with Rust. Strong SQL and database experience, particularly with DuckDB, Postgres, and RDBMS. Experience with containerization, ideally Kubernetes and ArgoCD. Experience with scaled architectures, performance analysis, and optimization of backend systems. BA or Master in computer science or any other scientific fields. Able to work independently in a fast-paced environment. Strong analytical and communication skills. Strong problem-solving capabilities. Detail-oriented, organized, demonstrating thoroughness and strong ownership of work. Preferred Requirements
Experience with the following Apache repos: Kafka, Arrow, Parquet, and/or Avro. Experience with cloud technologies, ideally AWS and/or GCP.
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Work with portfolio management, risk, and engineering teams on application development, deployment, and architecture. Work closely with quants, risk managers, and other engineers across the globe to develop compute-intensive applications used for quantitative modeling to process thousands of datasets. Optimize this platform by using network and systems programming, as well as other advanced techniques to minimize latency. Automate system maintenance tasks, end-of-day processing jobs, data integrity checks, and bulk data loads/extracts. Maintain, support, and improve capabilities as new requirements arise. Partner with project managers and senior leadership to capture analytic requirements, monitor delivery, and manage expectations. Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm. Mandatory Requirements
3-5 years of professional development experience using Java or C++. At least 1 year of professional experience working with Rust. Strong SQL and database experience, particularly with DuckDB, Postgres, and RDBMS. Experience with containerization, ideally Kubernetes and ArgoCD. Experience with scaled architectures, performance analysis, and optimization of backend systems. BA or Master in computer science or any other scientific fields. Able to work independently in a fast-paced environment. Strong analytical and communication skills. Strong problem-solving capabilities. Detail-oriented, organized, demonstrating thoroughness and strong ownership of work. Preferred Requirements
Experience with the following Apache repos: Kafka, Arrow, Parquet, and/or Avro. Experience with cloud technologies, ideally AWS and/or GCP.
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