full-time
Quantitative Developer C++ / Hedge Fund - Germany
Selby Jennings
- Employer
- Selby Jennings
- Location
- Hamburg, Germany
- Working pattern
- on-site
About the role
Develop and optimize the algorithmic trading platform, market access layer, and execution systems for energy and power markets. Work closely with traders and analysts to improve trading performance, maintain business-critical systems, and evolve the platform as trading volumes and market complexity grow. Candidates should have strong C++ development experience, at least three years of commercial software engineering experience, and excellent computer science fundamentals. A rigorous engineering mindset and strong coding standards are expected; finance or commodities experience is welcome but not required.