Hiring: Quantitative Developer (Delta 1 Futures/C++) Company: Selby Jennings Location: New York, NY Job Posted Time: 2026-09-16 14:29:14 Target Skills & Keywords : C++, Systems Engineering About the job Experience: •3+ years of experience developing performance-sensitive C++ applications Required Skills: •Interface directly with petabytes of market data to better understand market dynamics and uncover new trading signals •Improve alpha generation by enhancing strategy development, research infrastructure, and trading systems •Partner closely with traders and quants in a highly collaborative, meritocratic environment •Develop and optimize high-performance C++ systems that sit at the core of the trading stack •Bachelor's degree in Computer Science, Mathematics, Engineering, or a related field (MS or PhD preferred) •Prior trading experience is not required, but experience solving comparable performance-critical problems is. We've seen strong engineers transition successfully from industries such as autonomous vehicles, defense, high-performance computing, and large-scale distributed systems at top tech companies. Qualifications: •Refers to trading highly liquid futures contracts whose price movement has a near •With the underlying asset. What makes this space particularly interesting for developers is the combination of ultra-low-latency engineering, large-scale data analysis, and direct business impact •. Small improvements in system performance, execution quality, or signal generation can have a measurable effect on trading outcomes, creating a much tighter feedback loop than in most traditional software engineering environments. Compensation: •$200,000 - $200,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!