About this opportunity
Selby Jennings lists this C++ Software Enginner, Systematic Delta One Strategy Development opportunity in new york city, New York. Review the employer’s description below for duties, qualifications and application requirements.
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
Expert-level C++ development skills
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
Delta One, equities, or futures trading
Quantitative research and trading teams
Front-office engineering organization
Preferred Technical Experience
Low-latency systems
Multithreaded application development
Distributed systems
TCP/UDP networking
Linux development
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
Reach out to for a confidential conversation and additional details.
Worksite address
new york city, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.