Selby Jennings is partnered with a quantitative hedge fund that specializes in the rigorous development and disciplined implementation of empirically based trading strategies.
The firm is building out its presence in Texas and is looking to add a Senior Engineer to the team to sit remotely from within the state. You'd get to work on automating proprietary execution algorithms in order to operate a 24 hour low-latency global operation trading liquid futures contracts, currencies and equities.
- Develop new software and enhance existing systems in C++ on a linux platform.
- Create tools to process, store and analyze quote, order and financial data.
- Work closely with our quantitative research analysts, engineers and other groups to provide software solutions.
The ideal candidate has:
- 5-10 years of professional C++/Linux experience
- A background in financial services
- BS in Computer Science or Mathematics from a top university
*No Java or .NET Developers please!*