C++ Software Enginner, Systematic Delta One Strategy Development

Selby Jennings; New York (NY); On-site; USD 250,000 - 350,000; Full time

Job summary

Selby Jennings, a leading quantitative trading firm, seeks a Senior C++ Software Engineer to join its Systematic Delta One trading business in New York City. This front-office role builds and enhances automated trading systems across equities and futures, working alongside traders and quantitative researchers to turn ideas into production systems.

You will develop high-performance, latency-sensitive applications, optimizing execution quality and system reliability, while contributing through the

Qualifications

• Bachelor's degree in Computer Science, Engineering, Mathematics, or a related technical field.
• Experience in trading, market-making, hedge funds, or quantitative trading environments preferred.
• Strong ability to communicate with traders and researchers.

Responsibilities

• Develop and enhance automated trading and execution systems used in live markets.
• Partner directly with traders and quantitative researchers to implement and optimize systematic trading strategies.
• Build high-performance applications focused on execution quality, scalability, and reliability.
• Contribute throughout the full lifecycle, from idea generation and architecture through production deployment.
• Analyze system performance and identify opportunities for optimization.
• Participate in trading discussions and collaborate with business stakeholders.

Skills

5+ years experience

Latency-sensitive

Strong communication

Trading-domain collaboration

Education

Bachelor's degree in CS/Engineering/Math

Tools

C++

Python

TCP/UDP networking

Distributed systems

Multithreaded development

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.

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 Do

• Develop and enhance automated trading and execution systems used in live markets
• Partner directly with traders and quantitative researchers to implement and optimize systematic trading strategies
• Build high-performance applications focused on execution quality, scalability, and reliability
• Contribute throughout the full lifecycle, from idea generation and architecture through production deployment
• Analyze system performance and identify opportunities for optimization
• Participate in trading discussions and collaborate closely with business stakeholder

What We're Looking For

• 5+ years of software engineering experience
• Experience building performance-sensitive or latency-critical applications
• Strong communication skills and ability to work directly with traders and researchers
• Strong understanding of electronic trading systems and market structure
• Bachelor's degree in Computer Science, Engineering, Mathematics, or a related technical field

Required Background

Candidates should have prior experience within a trading, market-making, hedge fund, or quantitative trading environment, ideally supporting:

• Electronic trading platforms
• Execution systems
• Systematic trading strategies
• Quantitative research and trading teams

Preferred Technical Experience

• Multithreaded application development
• Distributed systems
• TCP/UDP networking
• Performance optimization and systems programming
• Python for tooling and research workflows

Why Consider It?

• Direct partnership with traders and quantitative researchers
• Front-office exposure from day one
• Work on systems that directly influence trading outcomes
• Significant ownership and visibility
• Collaborative, engineering-driven culture
• Opportunity to help shape the future of a growing systematic trading business