Quant Developer - New York

New York  ‐ Hybrid

Keywords

Monte Carlo Methods Infrastructure Management Python (Programming Language) Pricing Strategies Algorithmic Trading C++ (Programming Language) Software Quality Nvidia CUDA Mathematical Finance Financial Engineering High-Frequency Trading Mathematics Probability Theories Numerical Analysis NumPy Open Source Technology Physics Prototyping Quantitative Research Stochastic Process Risk Analysis Scenario Analysis SciPy Simulations Trading Stakeholder Management Stochastic Calculus Trading Room Market Data Pandas Kubernetes Publishing Docker

Description

Senior Quant Developer - HFT Desk

Location: Onsite - New York, NY
Contract Type: 6-Month Contract
Start Date: July 2025
Rate: $125/hour About the Role

A leading high-frequency trading desk is seeking a Senior Quant Developer to join a fast-paced, high-impact team working on advanced Monte Carlo simulations and real-time pricing models. This is a hands-on, high-responsibility role where you'll collaborate directly with traders, quantitative researchers, and infrastructure engineers to deliver production-grade tools and models that drive trading decisions.Key Responsibilities

  • Design and implement Monte Carlo simulation engines for pricing, risk, and strategy evaluation.
  • Develop and optimise Python-based quant libraries for real-time and batch analytics.
  • Work closely with traders to prototype and deploy tools for strategy backtesting and scenario analysis.
  • Integrate models into the firm's low-latency trading infrastructure.
  • Ensure code quality, performance, and reliability in a high-stakes production environment.
Required Skills & Experience

  • 8+ years of experience in quantitative development, preferably on a trading desk.
  • Expert-level proficiency in Python, with strong knowledge of NumPy, Pandas, and SciPy.
  • Deep understanding of Monte Carlo methods, stochastic processes, and numerical techniques.
  • Experience working in high-frequency or low-latency trading environments.
  • Familiarity with market data feeds, order book dynamics, and execution systems.
  • Strong communication skills and ability to work directly with front-office stakeholders.
Qualifications



  • Education:
    • Bachelor's, Master's, or PhD in Mathematics, Physics, Computer Science, Engineering, Quantitative Finance, or a related field.
    • Strong academic foundation in probability theory, numerical methods, and stochastic calculus.


  • Continued Learning:
    • Demonstrated interest in staying current with quantitative research, algorithmic trading, and financial engineering through publications, open-source contributions, or academic engagement.
Nice to Have

  • Experience with C++ or Rust for performance-critical components.
  • Familiarity with GPU acceleration (e.g., CUDA, Numba) for simulation workloads.
  • Exposure to Kubernetes, Docker, or cloud-based compute clusters.
Contract Details

  • Duration: 6 months
  • Start Date: July 2025
  • Location: Onsite in New York
  • Rate: $125/hour


If you're a quant developer who thrives in high-performance environments and wants to work on a cutting-edge HFT project, we'd love to hear from you. Please submit your resume and apply above.
Start date
7.2025
Duration
6 months
From
Phaidon International
Published at
18.06.2025
Contact person:
Seb Kabanje
Project ID:
2889267
Industry
Finance
Contract type
Freelance
Workplace
40 % remote
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