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Algorithmic Trading Quant Jobs in Boston, MA (NOW HIRING)

... trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly ... Expertise in OOP paradigms, data structures, and numerical algorithms * Understanding of ...

Quantitative Developer

Boston, MA · On-site

$150K - $250K/yr

... trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly ... Expertise in OOP paradigms, data structures, and numerical algorithms * Understanding of ...

Quantitative Developer

Boston, MA · On-site

$155K - $260K/yr

... trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly ... Expertise in OOP paradigms, data structures, and numerical algorithms * Understanding of ...

... trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly ... Expertise in OOP paradigms, data structures, and numerical algorithms * Understanding of ...

Quantitative Developer

Boston, MA · On-site

$150K - $250K/yr

... trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly ... Expertise in OOP paradigms, data structures, and numerical algorithms * Understanding of ...

Quantitative Developer

Boston, MA · On-site

$155K - $260K/yr

... trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly ... Expertise in OOP paradigms, data structures, and numerical algorithms * Understanding of ...

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Algorithmic Trading Quant information

See Boston, MA salary details

$57K

$129.5K

$213.5K

How much do algorithmic trading quant jobs pay per year?

As of Jun 15, 2026, the average yearly pay for algorithmic trading quant in Boston, MA is $129,461.00, according to ZipRecruiter salary data. Most workers in this role earn between $85,300.00 and $165,700.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive in the Algorithmic Trading Quant position, and why are they important?

To thrive as an Algorithmic Trading Quant, you need strong quantitative analysis skills, advanced knowledge in mathematics or statistics, and a degree in a related STEM field. Expertise in programming languages such as Python, C++, or R, along with experience using statistical modeling tools and financial data platforms, is often required. Excellent problem-solving abilities, attention to detail, and effective communication are valuable soft skills for this role. These competencies are critical for developing robust trading algorithms, collaborating with cross-functional teams, and maintaining a competitive edge in fast-paced financial markets.

What does an Algorithmic Trading Quant do?

An Algorithmic Trading Quant designs, develops, and optimizes mathematical models and algorithms for automated trading strategies. They analyze market data, identify patterns, and leverage statistical and machine learning techniques to make high-frequency or systematic trading decisions. These professionals work closely with traders and software engineers to enhance execution efficiency and manage risk. Strong programming skills, quantitative analysis, and financial market knowledge are essential for success in this role.

What does a typical day look like for an Algorithmic Trading Quant?

A typical day for an Algorithmic Trading Quant involves designing and back-testing new trading strategies, analyzing large volumes of financial data, and refining algorithmic models for optimal performance. You’ll collaborate closely with traders, software engineers, and risk managers to implement strategies in live markets and address real-time trading challenges. Regular tasks also include monitoring algorithmic performance, troubleshooting issues, and staying updated on market trends. The environment is highly dynamic, requiring adaptability, continuous learning, and strong teamwork to achieve trading objectives.

What are the most commonly searched types of Algorithmic Trading Quant jobs in Boston, MA? The most popular types of Algorithmic Trading Quant jobs in Boston, MA are:
What are popular job titles related to Algorithmic Trading Quant jobs in Boston, MA? For Algorithmic Trading Quant jobs in Boston, MA, the most frequently searched job titles are:
What job categories do people searching Algorithmic Trading Quant jobs in Boston, MA look for? The top searched job categories for Algorithmic Trading Quant jobs in Boston, MA are:
Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Domeyard LP

Boston, MA • On-site

Full-time

Posted 4 days ago


Job description

Company Description

Domeyard, LP is a quantitative hedge fund startup based in Boston, Massachusetts. We focus on developing low latency technologies to achieve extremely consistent, long-term capital growth enabling us to save millions of dollars for market investors each year. Our trading strategies are derived from the latest advances in high-performance computing and data analysis, making us one of the fastest market participants in the world. Domeyard operates around the clock, trading a diverse range of asset classes, including equities, futures, fixed income instruments, energy products and commodities. Innovation is our main differentiator: on any given day, we process more order messages than Google searches and Twitter messages combined. Our continuous pursuit of improvement to our technology enables us to uncover opportunities that are grossly inaccessible to mainstream fund managers and their investment vehicles. For its notable role in the industry, Domeyard is also the protagonist of Harvard Business School's first case study about high frequency trading. 


Job Description

Bonus! Apply through our website: http://grnh.se/83ospm

Bridging Mathematics and Low-Latency Trading

Domeyard is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.

What you'll be doing:

  • Building low latency liquidity taking or market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:

  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.


Qualifications

In addition, here are some of the attributes that we're looking for:

  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.
Additional Information

***IMPORTANT: Please apply via the link below (takes <5 minutes)*** 

http://grnh.se/83ospm