Junior C++ Engineer | Proprietary Trading Firm

Selby Jennings; New York (NY); On-site; USD 120,000 - 150,000; Full time

Job summary

A global proprietary trading firm in New York is seeking a talented Software Engineer to develop ultra-low-latency execution algorithms. The role involves building market data handlers and integrating execution solutions within a proprietary platform. Candidates should have a Bachelor's in Computer Science or Mathematics and 3–5 years of experience in trading technology with expert C++ skills. This position offers a unique opportunity to work closely with quantitative researchers in a collaborative, fast-paced environment.

Qualifications

• 3–5 years of experience in trading technology or high‑performance systems.
• Strong hands-on experience in algorithmic execution development.
• Ability to operate in a fast-paced, entrepreneurial environment.

Responsibilities

• Design, develop, and optimize low‑latency execution algorithms.
• Build and integrate market data handlers and order routing components.
• Partner directly with quantitative researchers to translate trading concepts.

Skills

C++

Algorithmic execution development

Performance optimization

Market microstructure knowledge

Python

Education

Bachelor’s degree in Computer Science or Mathematics

Job description

Join a global proprietary trading firm as they continue expanding their systematic trading capabilities across major markets. This is a high‑impact, greenfield opportunity to build ultra‑low‑latency execution systems from the ground up. You’ll work closely with quantitative researchers and portfolio managers to onboard new strategies and help shape the future of the firm’s trading technology stack.

Responsibilities

• Design, develop, and optimize low‑latency execution algorithms, with a focus on futures and derivatives markets.
• Build and integrate market data handlers, order routing components, and real‑time risk controls within a proprietary trading platform.
• Develop tools for simulation, backtesting, and live performance monitoring to support systematic strategy deployment.
• Partner directly with quantitative researchers and PMs to translate trading concepts into robust, scalable, and performant execution solutions.
• Operate in a small, agile engineering team, contributing across the stack and gaining visibility into the full trading lifecycle.

Requirements

• Bachelor’s degree or higher in Computer Science, Mathematics, or a related technical field.
• 3–5 years of experience in trading technology or high‑performance, real‑time systems (buyside or prop trading experience strongly preferred).
• Expert‑level proficiency in C++, with a deep understanding of performance optimization and low‑latency design.
• Solid understanding of market microstructure, exchange protocols, order types, and execution venue behavior.
• Exposure to Python for tooling or analytics is a plus.
• Ability to succeed in a fast‑paced, entrepreneurial environment with minimal oversight.
• Strong, hands‑on experience in algorithmic execution development is essential.

Additional Notes

If you were recently laid off from a trading firm, are waiting out a non‑compete, or are transitioning from a buyside environment, you are especially encouraged to apply. The team values practical, real-world trading systems experience and is open to strong candidates with relevant backgrounds.