Executive Director Equity E-Trading Algo Developer - Selby Jennings

Position Title: Executive Director Equity E-Trading Quantitative Developer
Location: New York, NY
Overview:
We are seeking a seasoned and forward-thinking quantitative developer to join our Equity E-Trading Quantitative Research team as an Executive Director. This leadership role is central to the evolution of our global algorithmic trading platform, combining deep technical expertise with strategic vision to drive innovation and performance across our electronic trading business. You will collaborate with researchers, technologists, and trading professionals to deliver scalable, high-impact solutions that serve our clients and advance our competitive edge.
Team Description:
The Quantitative Research team partners with electronic trading desks and technology groups to develop advanced models, methodologies, and infrastructure that optimize algorithmic trading strategies. Within QR, the Quantitative Algo Development function plays a critical role in building and integrating high-performance components that support global execution and client solutions.
Key Responsibilities:

• Lead the design and implementation of advanced features across the algorithmic trading platform, expanding product capabilities and improving execution performance.
  
• Develop and deploy robust, production-grade algorithms in collaboration with technology teams, ensuring seamless integration into the trading engine.
  
• Partner with quant researchers and trading desks to refine models and strategies that drive trading efficiency and client outcomes.
  
• Work closely with product and trading teams to architect and deliver client-centric solutions aligned with business objectives.
  
• Influence the strategic direction of the platform, contributing to architectural decisions, research priorities, and long-term innovation.
  

• Master's degree in a STEM discipline (e.g., Computer Science, Engineering, Mathematics, Physics).
  
• Minimum 7 years of experience in quantitative development or algorithmic trading.
  
• Proficiency in Java or C++ for high-performance systems development.
  
• Hands-on experience with algorithmic trading platforms and infrastructure.
  
• Strong understanding of North American equity markets and microstructure.
  
• Exceptional analytical, quantitative, and problem-solving skills.
  
• Excellent communication skills, with the ability to collaborate effectively across business and technology teams.
  

• PhD in a STEM field or equivalent independent research experience.
  
• 7+ years of experience in quantitative finance or trading technology.
  
• Expertise in developing production-grade trading systems in Java/C++.
  
• Familiarity with Python, AWS, and modern data processing technologies.
  
• Experience with q/kdb or similar time-series databases.
  
• Knowledge of global equity markets and market microstructure.