Selby Jennings has partnered with an elite high-frequency trading firm headquartered in New York City and they are looking for a number of C++ Developers to join their quantitative strategies business. The founder of the firm is a Wall Street veteran who has evolved a modest start up into a globally recognized and thriving HFT firm.
Off the back of a very successful year, the firm is now expanding into brand new strategies. With that, they need to add talented C++ developers to work on strategy implementation as well as build state of the art trading infrastructure from scratch.
Responsibilities:
- Pioneer research and software development in C++
- Develop simulation technology in C++
- Deploy cutting edge strategies into production
- Build internal research tools from scratch
- Work directly with senior PMs, traders and researchers
Skills:
- Bachelor's degree or higher in Computer Science, Engineering, or related field.
- 3-8 years of experience in software development using C++ in a high-performance, low-latency environment.
- Strong understanding of data structures, algorithms, and software design principles.
- Experience in the financial industry or high-frequency trading is a plus but not required.
