Quantitative Developer (Delta 1 Futures/C++)

Selby Jennings; New York (NY); On-site; USD 180,000 - 250,000; Full time

Job summary

Selby Jennings in New York is building out a Delta One Futures Desk and is seeking elite C++ developers to tackle ultra-low-latency, data-intensive problems alongside quants and traders.

You will develop and optimize high-performance C++ systems that sit at the core of the trading stack, analyze massive market data, and help refine trading strategies with direct business impact.

Qualifications

• 3+ years of experience developing performance-sensitive C++ applications.
• Bachelor's degree in Computer Science, Mathematics, Engineering, or related field (MS/PhD preferred).
• Experience solving low-latency, data-intensive, or highly optimized systems problems.

Responsibilities

• Work with petabytes of market data to understand market dynamics.
• Improve alpha by enhancing strategy development and trading systems.
• Collaborate with traders and quants in a meritocratic environment.
• Develop and optimize high-performance C++ systems at the core of the trading stack.

Skills

C++

Low-latency

Performance optimization

Education

Bachelor's degree in CS/Math/Engineering

MS or PhD preferred

Job description

A tier-1 options market maker is building out a Delta One Futures Desk and looking for elite C++ developers who want to work on some of the most computationally intensive problems in the trading. This is an opportunity to combine low-level systems engineering with data analysis, working directly alongside quants and traders to enhance, refine, and evolve trading strategies.

Delta One Futures refers to trading highly liquid futures contracts whose price movement has a near 1:1 relationship (delta of ~1.0) with the underlying asset. What makes this space particularly interesting for developers is the combination of ultra-low-latency engineering, large-scale data analysis, and direct business impact. Small improvements in system performance, execution quality, or signal generation can have a measurable effect on trading outcomes, creating a much tighter feedback loop than in most traditional software engineering environments.

What You'll Do

• Work with petabytes of market data to better understand market dynamics and uncover new trading signals
• Improve alpha generation by enhancing strategy development, research infrastructure, and trading systems
• Partner closely with traders and quants in a highly collaborative, meritocratic environment
• Develop and optimize high-performance C++ systems that sit at the core of the trading stack

What We're Looking For

• 3+ years of experience developing performance-sensitive C++ applications
• Bachelor's degree in Computer Science, Mathematics, Engineering, or a related field (MS or PhD preferred)
• Experience solving low-latency, data-intensive, or highly optimized systems problems
• Prior trading experience is not required, but experience solving comparable performance-critical problems is. We've seen strong engineers transition successfully from industries such as autonomous vehicles, defense, high-performance computing, and large-scale distributed systems at top tech companies.