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From Home C++ Quant Developer Jobs (NOW HIRING)

... to quantitative, statistical and/or financial models. Minimum 3 years of experience programming in ... models from scratch. Evidence of ability to design and develop SAS programs optimized for ...

Macro Quant Developer Jain Global, LLC Jain Global is an innovative multi-strategy investment firm founded in July 2024 by Bobby Jain with over 400 employees operating from offices in New York ...

... titled Quant Developer or Strategist. Your Core Responsibilities * Design and implement high ... Own core components of the firm's pricing library, from models to calculation graphs to central ...

Core Quantitative Developer

New York, NY · On-site

$213K - $240K/yr

Some of the largest financial institutions from Wall Street to Silicon Valley and around the world ... As a Quant Developer you'll be focused on end to end ownership of electronic products and services.

... developer, and what each type of firm actually looks for. * You're comfortable advising candidates ranging from undergrads and new grads to experienced professionals making a career switch into quant ...

... titled Quant Developer or Strategist. Your Core Responsibilities * Design and implement high ... Own core components of the firm's pricing library, from models to calculation graphs to central ...

C++ Software Engineer

Manhattan, NY · On-site

$100 - $200/hr

As a quant developer of one of our world class quant trading teams, you'll have the opportunity to ... Knowledge of additional OOP languages like C++ or Java is a plus * Familiarity with machine ...

Bachelors in Mathematics or Engineering with 4-8+ years of work experience or Masters in ... Coding skills in Python (conversant C++ is a plus). * Exposure and familiarity with machine ...

Quant Developer Intern

New York, NY · On-site

$21 - $27.50/hr

Incorporates feedback from team lead(s) positively. * Master's the team's business domain basics ... Basic programming skills in Java. * Strong teamwork skills. * Exceptional analytical skills.

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From Home C Quant Developer information

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$10

$57

$95

How much do from home c++ quant developer jobs pay per hour?

As of Sep 6, 2026, the average hourly pay for from home c++ quant developer in the United States is $57.79, according to ZipRecruiter salary data. Most workers in this role earn between $47.12 and $63.46 per hour, depending on experience, location, and employer.

What is the difference between From Home C++ Quant Developer vs From Home Quantitative Analyst?

AspectFrom Home C++ Quant DeveloperFrom Home Quantitative Analyst
Required CredentialsDegree in Computer Science, Mathematics, or related field; programming skills in C++Degree in Finance, Mathematics, or related; strong analytical skills
Work EnvironmentRemote, often within financial firms or hedge fundsRemote, typically within investment banks or asset management firms
Industry UsagePrimarily in quantitative trading, risk management, and algorithm developmentFocus on market analysis, strategy development, and data modeling

While both roles involve quantitative skills and work in finance, From Home C++ Quant Developers focus on building and optimizing trading systems using C++, whereas From Home Quantitative Analysts analyze data and develop models to inform trading strategies. The roles often overlap but differ mainly in technical implementation versus analytical focus.

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What are the most commonly searched types of C++ Quant Developer jobs?

The most popular types of C++ Quant Developer jobs are:

Infographic showing various From Home C++ Quant Developer job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 74% Full Time, 22% Part Time, and 3% Contract. Highlights an 79% Physical, 1% Hybrid, and 20% Remote job distribution, with an average salary of $120,212 per year, or $57.8 per hour.

Graduate Quantitative Developer London; New York

DeepFin Research

Manhattan, NY • On-site

$80 - $110/hr

Other

Posted 19 days ago


Job description

DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, and cutting-edge trading technology, to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.

Our team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

Junior Quant Developer — Backtesting, Simulation & Research, Productionise Research (C++/Python) Role Overview

We’re hiring a junior Quant Developer to help productionise research into robust, high-performance trading systems. You’ll work closely with Quant Researchers and senior engineers to convert Python research code into production C++, build and optimise backtesting / simulation infrastructure, and support strategy development using L3 market data across multiple venues.

This is a hands‑on, engineering‑heavy role in a fast‑moving environment: you’ll own components end‑to‑end and contribute directly to research velocity and trading PnL.

Key Responsibilities
  • Productionise research models into C++: translate Python prototypes into efficient, maintainable C++ production code.
  • Backtesting & simulation: build and improve simulation systems that reflect real market mechanics (order book, fills, cancels, exchange rules).
  • L3 market data handling: ingest and process high‑volume tick/order‑level feeds; create reliable feature pipelines from raw exchange data.
  • Performance optimisation: improve latency and throughput of backtests/sims (profiling, memory optimisation, data structures, parallelism where appropriate).
  • Research support tooling: create utilities for data inspection, experiment tracking, run orchestration, and post‑trade analytics in Python.
  • Debugging & correctness: investigate mismatches between simulation and production behaviour; diagnose edge cases and implement fixes with strong test coverage.
  • Cross‑team collaboration: work daily with researchers and infra/exec engineers to ship improvements from idea → test → production.
Requirements
  • Education: Bachelor’s or Master’s from a top university in Computer Science, Engineering, Math, Physics, or similar.
  • 0‑3 years experience in quantitative finance or other relevant data‑intensive industries working with C++
  • Strong working knowledge of C++ (memory, ownership, STL, performance‑aware coding).
  • Experience: demonstrable evidence of hands‑on systems work in C++ handling large‑scale data (internships, research labs, competitive projects, open‑source).
  • Comfortable with Python for analysis, tooling, and debugging (pandas/numpy/Jupyter a plus).
  • Exposure to quantitative finance, eg through internships/university societies, including market microstructure and L3/order book data.
  • Clear “builder mindset”: you like owning problems end‑to‑end, shipping incrementally, and iterating quickly.

If you’re passionate about applying advanced technology to real‑world markets and want to work alongside a focused, high‑performing team, we’d love to hear from you. DeepFin offers a collaborative, research‑driven environment where ideas move quickly from concept to execution and where every contribution has visible impact.

Join us in building the next generation of deep‑learning‑driven trading systems - shaping the future of finance through innovation, rigour, and technology.

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