We consider a model of a population of fixed size $N$ undergoing selection. Each individual acquires beneficial mutations at rate $μ_N$, and each beneficial mutation increases the individual's fitness by $s_N$. Each individual dies at rate one, and when a death occurs, an individual is chosen with probability proportional to the individual's fitness to give birth. Under certain conditions on the parameters $μ_N$ and $s_N$, we show that the genealogy of the population can be described by the Bolthausen-Sznitman coalescent. This result confirms predictions of Desai, Walczak, and Fisher (2013), and Neher and Hallatschek (2013).