C++ Quantitative Developer│PhD Graduate or Postdoc. Researcher - Selby Jennings

After several successful years, the fund are looking to onboard PhD and Postdoctoral graduates available to start in 2026 or early 2027. An exciting opportunity, you will be contributing to the development of advanced quantitative techniques and high-performance software frameworks, predominantly in C++.

You will build and enhance software and frameworks to support existing strategies and develop new signals and models. Additionally, contribute innovative ideas to research and design fast predictors and simulation frameworks. You will be closely collaborating with world-class researchers and in a fast paced environment.

Key Responsibilities

• Design and implement quantitative models to support trading strategies and risk management.
• Research and apply new machine learning techniques to improve predictive accuracy.
• Collaborate with quantitative researchers and traders to translate mathematical models into robust, production-ready systems.
• Optimise algorithms for speed and scalability, ensuring low-latency execution in real-time environments.
• Perform rigorous testing and validation of models and systems to ensure accuracy and reliability.
• Maintain and enhance the existing codebase, ensuring compliance with best practices and coding standards.

Qualifications

• Strong programming skills in C++.
• PhD in a highly quantitative STEM disciple, such as Computer Science.
• Excellent problem-solving skills and attention to detail.
• Ability to work independently and as part of a collaborative team.

Preferred Qualifications

• Experience with cloud technologies.
• Exposure to large, fast-paced datasets.
• Knowledge of global macroeconomic factors and their impact on financial markets.