C++ Low Latency Quant Developer - Selby Jennings : Job Details

I have recently partnered with the Team Lead at a high performing NY based prop trading firm that is looking to bring on a C++ Low Latency Quantitative Developer to support their systematic intraday equities core trading business. Given the firm's success, the team is actively expanding their technology group to assist on the design and build out of new / existing trading systems with the opportunity to work hand and hand with the Team Lead.

If you're interested in working alongside some of the most talented individuals in the industry, apply now!

• Low latency background is required
• 2+ Experience in designing and building trading systems
• Bachelors / Masters in a Quantitative Field
• Must be coming from a reputable trading desk or pod at either a hedge fund, bulge bracket bank, or prop trading firm
• Strong knowledge of C++ and Python

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