Selby Jennings is working with a top tier global hedge fund to help build out their systematic trading teams in NYC.
You will be working closely with quant researchers to implement data pipeline using high performance computing technologies. You will assist in designing and maintaining automation tools for the systematic trading infrastructure. This opportunity provides a dynamic and fast paced environment with excellent opportunities for career growth.
- BS or MS in Computer Science, Mathematics, Applied Physics, or another relevant degree from a top 25 computer science school.
- 3+ years of Python and C++ experience in a Linux environment
- Knowledge of HPC, computational grid tech stack a plus: distributed file systems, parallel processing frameworks.