Selby Jennings is working with an elite hedge fund with over $12 billion in AUM! The firm is best known for their discretionary macro trading and systematic strategies business. They are currently looking to bring exceptional Software Engineers/Quantitative Developers in their multi-strategy investment team that acts as their "tiger team". This is a 65 person team that operates as its own quantitative hedge and is led by esteem professionals who graduated from MIT, Harvard, and Stanford and have left firms like DE Shaw to lead this initiative.
Seeking a Quantitative Developer to build, enhance, and support trading and research infrastructure. Successful candidates for this role must demonstrate a strong background primarily focused on a traditional systems topic (e.g. Compilers, Networking, OS). In addition, candidates should be experienced and active C++ developers, and should be comfortable producing idiomatic code in a large multi-author code base using standard tools. More experienced candidates should also be able to demonstrate significant expertise in at least one niche area relevant to low-latency trading.
Responsibilities:
- As a Quantitative Developer, you will build and enhance:
- Low-latency trading software and hardware infrastructure
- High-throughput research software and hardware infrastructure
- Systems for testing, deployment, and monitoring of services.
- Highly optimized and geographically-distributed networking capabilities
Requirements:
- BS/MS/PhD in Computer Science or equivalent
- Strong programming background in C or C++
- Strong systems background
- Comfortable with basic system administration in a GNU/Linux environment.
- Significant expertise with clock synchronization a plus
- Significant expertise with networking, TCP, and PCIe a plus
- Significant expertise with Linux kernel internals a plus
- Significant expertise with concurrent programming a plus
- Strong critical thinking and communication skills
Location: New York
