Quant Developer

Selby Jennings; New York (NY); On-site; USD 175,000 - 225,000; Full time

Job summary

Selby Jennings in New York is seeking a Quant Developer to help build and scale the firm’s systematic trading platform, bridging quantitative research, production engineering, and live trading across global markets.

The role focuses on Python initially, with growth into the C++ stack as performance demands increase. You will work closely with PMs to productionize research and improve execution frameworks.

Qualifications

• Experience building and scaling trading platforms with exposure to production engineering and live trading.
• Strong Python development experience and ability to modernize research frameworks.
• Willingness to contribute to expanding the firm’s C++ stack as performance needs grow.
• Collaborate closely with PMs to deploy and improve systematic trading strategies.

Responsibilities

• Partnering directly with PMs to deploy and enhance systematic trading strategies
• Building reusable infrastructure and core platform components used across multiple teams
• Developing execution frameworks designed to improve trading efficiency and arrival pricing
• Supporting the full research lifecycle, from data ingestion and backtesting through deployment
• Taking ownership of centralized strategies and shared systems within the platform
• Working with market data ranging from Level 3 order book data to aggregated bar data

Skills

Python

C++

Job description

Quant Developer (PR/615301) New York, New York

Salary: USD175000 - USD225000 per year

A fast-growing proprietary trading firm is seeking a Quantitative Developer to help build and scale the next generation of its systematic trading platform. This role sits at the intersection of quantitative research, production engineering, and live trading, offering direct exposure to portfolio managers, researchers, and automated trading strategies across global markets.

You’ll work closely with PMs to productionize research, improve execution frameworks, and build scalable infrastructure used across the business. As the platform continues to grow, the firm is investing heavily in centralizing and standardizing its research and trading ecosystem, creating a unique opportunity to have a meaningful impact on both technology and trading outcomes.

The role will initially focus on Python, helping rebuild and modernize key research and production frameworks. Over time, you’ll play a significant role in expanding the firm’s C++ stack as systems become increasingly performance-sensitive. Ideal candidates should be comfortable operating in both environments and excited by the challenge of bridging research and production.

A fast-growing proprietary trading firm is seeking a Quantitative Developer to help build and scale the next generation of its systematic trading platform. This role sits at the intersection of quantitative research, production engineering, and live trading, offering direct exposure to portfolio managers, researchers, and automated trading strategies across global markets.

You’ll work closely with PMs to productionize research, improve execution frameworks, and build scalable infrastructure used across the business. As the platform continues to grow, the firm is investing heavily in centralizing and standardizing its research and trading ecosystem, creating a unique opportunity to have a meaningful impact on both technology and trading outcomes.

The role will initially focus on Python, helping rebuild and modernize key research and production frameworks. Over time, you’ll play a significant role in expanding the firm’s C++ stack as systems become increasingly performance-sensitive. Ideal candidates should be comfortable operating in both environments and excited by the challenge of bridging research and production.

Responsibilities

• Partnering directly with PMs to deploy and enhance systematic trading strategies
• Building reusable infrastructure and core platform components used across multiple teams
• Developing execution frameworks designed to improve trading efficiency and arrival pricing
• Supporting the full research lifecycle, from data ingestion and backtesting through deployment
• Taking ownership of centralized strategies and shared systems within the platform
• Working with market data ranging from Level 3 order book data to aggregated bar data