Selby Jennings
About the Role
We are seeking highly skilled Research Engineers (C++) to join multiple Quantitative Research teams across our Systematic Equities, FICC, and Options divisions. These teams are focused on alpha generation and monetization strategies, leveraging cutting-edge research and engineering to drive performance.
As a Research Engineer, you will play a critical role in building and maintaining the infrastructure that powers our quant research. You'll collaborate closely with researchers and portfolio managers to design scalable systems, optimize workflows, and support model development and deployment.
Key Responsibilities
- Design, implement, and maintain quant research infrastructure and data workflows
- Build and optimize model training pipelines for alpha strategies
- Engineer features for risk books and trading systems
- Support the build-out and integration of alternative data sources
- Collaborate with cross-functional teams to ensure robust and efficient research environments
- Strong proficiency in C++ (modern C++ preferred)
- Experience in quantitative research, financial modeling, or data engineering
- Familiarity with systematic trading, risk systems, or alternative data
- Ability to work in a fast-paced, collaborative environment
- Background in computer science, engineering, mathematics, or a related field
- Work alongside top-tier quant researchers and technologists
- Contribute to high-impact strategies in a dynamic and growing Miami office
- Be part of a team that values innovation, precision, and performance