Software Engineer - Quantitative Systems - Selby Jennings

Software Engineer - Quantitative Trading Systems

A leading quantitative investment firm in New York City is hiring a Software Engineer with 1-3 years of experience to help build and optimize its trading infrastructure. This is a rare opportunity for early-career engineers to work alongside and learn from some of the most experienced minds in quantitative finance and high-performance computing.

Why This Role Stands Out:

• Mentorship-Driven Environment: Work closely with senior engineers and researchers who are deeply invested in technical excellence and knowledge sharing.
• Impactful Work: Your code will directly support live trading strategies and data-driven decision-making across global markets.
• Technical Breadth: Gain exposure to distributed systems, low-latency data pipelines, devops tooling, and production-grade infrastructure.

What You'll Do:

• Develop and maintain systems in Python and C++ for market data ingestion, portfolio management, and automation.
• Optimize infrastructure for performance, scalability, and reliability.
• Collaborate with quantitative researchers to deploy models and strategies.
• Contribute to devops efforts using tools like Kubernetes, Airflow, and Jenkins.

What You Bring:

• 1-3 years of experience developing software in Linux environments.
• Strong Python skills; familiarity with C++ or other compiled languages is a plus.
• Exposure to distributed systems, devops tools, or multi-threaded applications.
• Interest in financial markets and a desire to grow in a fast-paced, intellectually rigorous setting.