C++ Software Enginner, Systematic Delta One Strategy Development
Selby Jennings · New York, New York, United States
FULL TIMEpermanent
Job Description
A leading quantitative trading firm is seeking a Senior C++ Software Engineer to join its Systematic Delta One trading business in New York City.
Please double check you have the right level of experience and qualifications by reading the full overview of this opportunity below.
This is a highly visible front-office role focused on building and enhancing automated trading systems across equities and futures markets. You'll sit directly alongside traders and quantitative researchers, helping transform trading ideas into production systems and working on technology that directly impacts execution quality, strategy performance, and P&L.
The ideal candidate combines exceptional C++ engineering skills with a strong understanding of electronic trading environments. This team is looking for someone who has previously worked closely with trading desks, execution systems, or quantitative strategies and is comfortable operating at the intersection of technology and trading.
What You'll DoDevelop and enhance automated trading and execution systems used in live marketsPartner directly with traders and quantitative researchers to implement and optimize systematic trading strategiesBuild high-performance applications focused on execution quality, scalability, and reliabilityContribute throughout the full lifecycle, from idea generation and architecture through production deploymentAnalyze system performance and identify opportunities for optimizationParticipate in trading discussions and collaborate closely with business stakeholder
What We're Looking For5+ years of software engineering experienceExpert-level C++ development skillsExperience building performance-sensitive or latency-critical applicationsStrong communication skills and ability to work directly with traders and researchersStrong understanding of electronic trading systems and market structureBachelor's degree in Computer Science, Engineering, Mathematics, or a related technical field
Required BackgroundCandidates should have prior experience within a trading, market-making, hedge fund, or quantitative trading environment, ideally supporting:Electronic trading platformsExecution systemsSystematic trading strategiesDelta One, equities, or futures tradingQuantitative research and trading teamsFront-office engineering organization
xzbcwsv Preferred Technical ExperienceLow-latency systemsMultithreaded application developmentDistributed systemsTCP/UDP networkingLinux developmentPerformance optimization and systems programmingPython for tooling and research workflows
Why Consider It?Direct partnership with traders and quantitative researchersFront-office exposure from day oneWork on systems that directly influence trading outcomesSignificant ownership and visibilityCollaborative, engineering-driven cultureOpportunity to help shape the future of a growing systematic trading business
Reach out to for a confidential conversation and additional details.
Please double check you have the right level of experience and qualifications by reading the full overview of this opportunity below.
This is a highly visible front-office role focused on building and enhancing automated trading systems across equities and futures markets. You'll sit directly alongside traders and quantitative researchers, helping transform trading ideas into production systems and working on technology that directly impacts execution quality, strategy performance, and P&L.
The ideal candidate combines exceptional C++ engineering skills with a strong understanding of electronic trading environments. This team is looking for someone who has previously worked closely with trading desks, execution systems, or quantitative strategies and is comfortable operating at the intersection of technology and trading.
What You'll DoDevelop and enhance automated trading and execution systems used in live marketsPartner directly with traders and quantitative researchers to implement and optimize systematic trading strategiesBuild high-performance applications focused on execution quality, scalability, and reliabilityContribute throughout the full lifecycle, from idea generation and architecture through production deploymentAnalyze system performance and identify opportunities for optimizationParticipate in trading discussions and collaborate closely with business stakeholder
What We're Looking For5+ years of software engineering experienceExpert-level C++ development skillsExperience building performance-sensitive or latency-critical applicationsStrong communication skills and ability to work directly with traders and researchersStrong understanding of electronic trading systems and market structureBachelor's degree in Computer Science, Engineering, Mathematics, or a related technical field
Required BackgroundCandidates should have prior experience within a trading, market-making, hedge fund, or quantitative trading environment, ideally supporting:Electronic trading platformsExecution systemsSystematic trading strategiesDelta One, equities, or futures tradingQuantitative research and trading teamsFront-office engineering organization
xzbcwsv Preferred Technical ExperienceLow-latency systemsMultithreaded application developmentDistributed systemsTCP/UDP networkingLinux developmentPerformance optimization and systems programmingPython for tooling and research workflows
Why Consider It?Direct partnership with traders and quantitative researchersFront-office exposure from day oneWork on systems that directly influence trading outcomesSignificant ownership and visibilityCollaborative, engineering-driven cultureOpportunity to help shape the future of a growing systematic trading business
Reach out to for a confidential conversation and additional details.
Details
| Company | Selby Jennings |
| Location | New York, New York, United States |
| Type | FULL TIME |
| Niche | finance |
| Experience | permanent |