Selby Jennings is leading the search for CTO to join a quant hedge fund based in NYC. The firm was founded more than twenty years ago and are well known for dirving industry innovation within technology. They are looking for a CTO to spearhead the development of brand new trading systems while also being involved in the technical road mapping of the infrastructure and hardware enhancements. The CTO will partner with the Director of Quant Research, Network Managers and the CEO directly.
The CTO will take on a team of 10, and while mostly working as a leader, the firm would like a CTO who can also code when needed in C++ and/or Python. This is a great opportunity for tech leads who would like to take that step up, or existing CTO's who can still be hands on and want to take on a fresh new challenge.
You will be able to work on:
- Development of a new automated trading system and simulation environment
- Steer overall technical direction for trading system development and infrastructure
- Partner with the quantitative research team and understand what they are doing and why.
- Design and specification of storage and compute farm infrastructure of continuously increasing scale and sophistication
Qualifications:
- A bachelor's degree in a quantitative discipline such as mathematics, physics, or computer science
- Interest in quantitative finance, financial markets, and high-performance computing.
- Experience with multi-threaded applications or distributed computing;
- Knowledge of server and network-level architecture;
- Fluency in C++ and/or Python
