VP Equities Algo Quant Researcher/Dev - Selby Jennings

Position Title: VP Equities Algo Quant Researcher/Dev
Location: New York, NY
Overview:
We are seeking a highly skilled and intellectually curious Vice President to join our Equity E-Trading Quantitative Research team. This role sits at the intersection of quantitative research, algorithmic strategy development, and advanced technology, driving innovation in our global electronic trading platform. You will play a key role in designing and implementing sophisticated models and optimization techniques that enhance trading performance and deliver client-centric solutions.
Team Description:
The E-Trading Quantitative Research team is responsible for developing and integrating advanced trading platforms that support electronic execution across global markets. We collaborate closely with trading desks, technology partners, and product teams to build scalable infrastructure and cutting-edge algorithms that power our e-trading capabilities. Within QR, the Quantitative Algo Development function focuses on delivering high-performance solutions through rigorous research, model development, and production-grade implementation.
Key Responsibilities:

• Design and implement optimization algorithms to solve complex trade scheduling problems for single stock and portfolio trading across multiple time horizons.
  
• Develop robust, production-ready code in collaboration with technology teams, integrating optimization models into the core algorithmic trading engine.
  
• Partner with quant researchers and trading desks to refine strategies and enhance execution performance.
  
• Work with product and trading teams to design and deliver tailored solutions that meet evolving client needs.
  
• Contribute to the strategic direction of the platform, influencing architecture, methodology, and research priorities.
  

• Master's degree in a STEM discipline (e.g., Computer Science, Engineering, Mathematics, Physics).
  
• Minimum 5 years of experience in quantitative research, algorithmic trading, or related fields.
  
• Strong background in optimization techniques applicable to trading strategies.
  
• Proficiency in Java or C++ for high-performance systems development.
  
• Experience working within an algorithmic trading platform.
  
• Exceptional analytical and problem-solving skills.
  
• Strong communication abilities, with a proven track record of cross-functional collaboration.
  

• PhD in a STEM field or equivalent independent research experience.
  
• 5+ years of relevant experience in quantitative finance or trading technology.
  
• Expertise in stochastic control, numerical optimization, and portfolio strategy modeling.
  
• Experience developing production-grade trading systems in Java/C++.
  
• Familiarity with Python, AWS, and modern data processing technologies.
  
• Knowledge of q/kdb or similar time-series databases.
  
• Deep understanding of equity market microstructure and cash equity trading.