Quantitative Developer (Delta 1 Futures/C++)
$113k - $171kFull-time
Selby Jennings
Salary: $113,000 - 171,000 per year Requirements:
- At least 3 years of experience developing performance-sensitive C++ applications
- Bachelors degree in Computer Science, Mathematics, Engineering, or a related field; a masters degree or PhD is preferred
- Experience addressing low-latency, data-intensive, or highly optimized systems challenges
- Experience in trading is not required, but comparable performance-critical work is expected. Relevant backgrounds may include autonomous vehicles, defense, high-performance computing, or large-scale distributed systems at leading technology companies.
- Analyze petabytes of market data to understand market dynamics and identify potential trading signals
- Improve alpha generation by advancing strategy development, research infrastructure, and trading systems
- Collaborate closely with traders and quants
- Build and optimize high-performance C++ systems at the core of our trading stack
- Liquid
- C++
More:
We are a tier-1 options market maker expanding our Delta One Futures Desk. We offer the opportunity to combine low-level systems engineering with data analysis while working alongside quants and traders to improve and evolve trading strategies. Delta One Futures involves highly liquid contracts that typically move in close alignment with their underlying assets. The work brings together ultra-low-latency engineering, large-scale data analysis, and direct business impact, with improvements to system performance, execution quality, or signal generation able to influence trading outcomes.
last updated 41 week of 2026
Vacancy posted 4 days ago
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