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New York, United States22 days ago
165,000 – 300,000 USD
per year
Grade
Middle
Experience
from 3 years
Work format
Hybrid
Relocation
United States, New York
An email or a Telegram message to the recruiter
Top-tier quant trading firm
The team builds the firm's next-gen framework for low-latency feature construction, alpha generation and trading across asset classes — a suite of reusable Rust libraries covering infra and finance-specific building blocks. You work directly with researchers: help them deploy quant models in Rust (and Python for less latency-sensitive ones), design new components when existing ones block new model types, and analyse the quantitative impact of your work on live trading and simulations.
🛠 Rust or C++ (willing to move to Rust), Python; low-latency, quant analysis 🎯 Mid to senior, 3–4+ years. Relocation to NY supported — any visa except H-1B
• Strong high-performance software experience in Rust or C++ — Rust experience is not required, but you should be ready to make it your primary language and grow into a Rust SME • Python for quantitative analysis • BS in CS, Math, Physics or related quantitative field
• Low-latency development and optimisation • Statistical methods, convex optimisation • Finance and market structure knowledge
📍 New York · hybrid (flexible in-office days) 💰 $165,000–300,000 base + discretionary bonus Non-compete: ideally up to 9 months.
Top-tier quant trading firm
📍 New York · hybrid (flexible in-office days) 💰 $165,000–300,000 base + discretionary bonus 🛠 Rust or C++ (willing to move to Rust), Python; low-latency, quant analysis 🎯 Mid to senior, 3–4+ years. Relocation to NY supported — any visa except H-1B
The role The team builds the firm's next-gen framework for low-latency feature construction, alpha generation and trading across asset classes — a suite of reusable Rust libraries covering infra and finance-specific building blocks. You work directly with researchers: help them deploy quant models in Rust (and Python for less latency-sensitive ones), design new components when existing ones block new model types, and analyse the quantitative impact of your work on live trading and simulations.
Must have • Strong high-performance software experience in Rust or C++ — Rust experience is not required, but you should be ready to make it your primary language and grow into a Rust SME • Python for quantitative analysis • BS in CS, Math, Physics or related quantitative field
Nice to have • Low-latency development and optimisation • Statistical methods, convex optimisation • Finance and market structure knowledge
Non-compete: ideally up to 9 months.
❗️Please apply only if you do NOT need H-1B sponsorship to work in the US (US citizens, green card holders, or eligible for other visa types such as O-1, L-1, TN, E-3)
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