Quant Developer - New York
gloccomslondon
Contact person: Seb Kabanje
New York, USA
FinanceAlgorithmic TradingC++ (Programming Language)Software QualityNvidia CUDAMathematical FinanceFinancial EngineeringHigh-Frequency TradingInfrastructure ManagementPython (Programming Language)MathematicsProbability TheoriesMonte Carlo MethodsNumerical AnalysisNumPyOpen Source TechnologyPhysicsPricing StrategiesPrototypingQuantitative ResearchStochastic ProcessRisk AnalysisScenario AnalysisSciPySimulationsTrade/RetailStakeholder ManagementStochastic CalculusTrading RoomMarket DatapandasKubernetesPublishingDocker
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
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.
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.
- 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.
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.
- 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.
- 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.