About this opportunity
Mondrian Alpha lists this Quantitative Developer – HFT Quant Team – Greenfield opportunity in new york, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
A global quantitative fund is expanding its systematic trading effort and hiring a quant developer to help build out the stack: signal research infrastructure, pricing, execution, and risk. Real ownership over how these systems get designed, not just maintenance of what's already there.
Strong systems and quant engineers from top-tier firms are encouraged to apply. Domain background matters less than the ability to build fast, correct, low-latency systems and reason clearly about probability.
About the Role
This is an early technical seat on a greenfield HFT effort. Early architecture decisions are still open, and the person in this role owns a large share of them. The work spans the full loop: getting and cleaning market data, building the research environment, turning signals into production strategies, and running them live with real risk controls. High touch, small team, direct line to the people making trading decisions.
What You'll Do
Design and build the core trading infrastructure from the ground up: data capture, backtesting/research tooling, execution, and real-time risk.
Develop and productionize short-horizon, high-frequency strategies in close partnership with researchers and PMs.
Build pricing and signal models for instruments where value is driven by uncertain, event-driven, or probabilistically-defined outcomes.
Optimize for latency, throughput, and correctness under live-market conditions.
Own systems end to end, from prototype to production to monitoring.
Must-haves:
Strong software engineering fundamentals. This person writes production-grade code, not just research scripts.
Experience building low-latency or high-throughput systems (C++, Rust, or similar; Python for research is a plus).
Comfort with probability, statistics, and reasoning about calibration and expected value.
A track record of building systems from an early or blank-page stage, not just extending mature ones.
Ability to move quickly without breaking correctness, and to work directly with non-engineers.
Nice-to-haves:
Background pricing instruments defined by event outcomes or implied probabilities (options/vol, event-driven, short-horizon signal work, or similar probabilistic-market domains).
Experience with market data pipelines, tick data, or exchange connectivity.
Familiarity with backtesting frameworks and research-to-production workflows.
Exposure to systematic or high-frequency trading at a serious firm.
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.