What are the responsibilities and job description for the C++ Software Enginner, Systematic Delta One Strategy Development position at Selby Jennings?
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 carley.ferrero@selbyjennings.com for a confidential conversation and additional details.
Salary : $200,000 - $300,000