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High Frequency Trading Developer Jobs (NOW HIRING)

Cloud Peritus

Hardware Engineer

New York, NY

$135.10K - $178.30K/yr

We are looking for a hardware engineer to join our high frequency trading technology team. Responsibilities: Architect and implement FPGA applications (RTL design, synthesis, place & route, timing ...

Hyphen Connect Limited

$109.30K - $149.50K/yr

Expert-level proficiency in C++ or Rust programming ... Strong background in high-frequency trading (HFT) or market making. * Experience with low-latency ...

Cloud Peritus

Hardware Engineer

New York, NY · On-site

$135.10K - $178.30K/yr

We are looking for a hardware engineer to join our high frequency trading technology team. Responsibilities: • Architect and implement FPGA applications (RTL design, synthesis, place & route ...

Forte Group

Lead C++ Developer

Chicago, IL · On-site

... high-frequency trading system Qualifications Responsibilities: * Implement, test, and deploy ... Understanding of network programming * Excelent written and verbal communication skill Additional ...

Open Systems Technologies

C++ Developer

Manhattan, NY · On-site

$300K/yr

C Developer in New York, NY Compensation: $200-300k/year This team is looking for a software ... Designing and implementing a low latency, high-frequency trading platform Qualifications * A ...

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High Frequency Trading Developer information

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$24K

$148.4K

$354K

How much do high frequency trading developer jobs pay per year?

As of May 31, 2026, the average yearly pay for high frequency trading developer in the United States is $148,432.00, according to ZipRecruiter salary data. Most workers in this role earn between $104,000.00 and $180,500.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as a High Frequency Trading Developer, and why are they important?

To thrive as a High Frequency Trading (HFT) Developer, you need strong programming skills in languages like C++ or Java, a background in computer science or quantitative fields, and deep knowledge of algorithms and data structures. Familiarity with low-latency systems, network protocols, real-time data feeds, and experience using tools such as FIX protocol and Linux are standard requirements. Exceptional problem-solving abilities, attention to detail, and the capacity to work well under pressure are crucial soft skills in this highly competitive environment. These skills are vital to building efficient, reliable trading systems that can outperform competitors and adapt quickly to market changes.

What are some common challenges faced by High Frequency Trading Developers in maintaining low latency systems?

High Frequency Trading Developers often face the challenge of minimizing latency while ensuring system stability and accuracy. This requires constant optimization of code, efficient use of hardware resources, and rapid troubleshooting of unexpected issues such as network congestion or hardware failures. Developers must also stay up to date with the latest advancements in networking, programming languages, and exchange protocols to ensure their systems remain competitive. Collaboration with traders and infrastructure teams is crucial to quickly adapt to changing market conditions and technological advancements.

What is a High Frequency Trading Developer?

A High Frequency Trading (HFT) Developer is a software engineer who specializes in creating trading algorithms and systems that execute a large number of financial transactions at extremely high speeds. These professionals work with low-latency programming, networking, and data analysis to gain competitive advantages in the financial markets. HFT Developers typically work for investment banks, hedge funds, or proprietary trading firms, and are responsible for optimizing code, implementing trading strategies, and ensuring system reliability. Strong knowledge of programming languages like C++, Java, or Python, as well as familiarity with financial markets, is essential for this role.

What is the difference between High Frequency Trading Developer vs Quantitative Developer?

AspectHigh Frequency Trading DeveloperQuantitative Developer
Required CredentialsComputer Science, Software Engineering, or related degrees; programming skills in C++, Python; knowledge of trading systemsMathematics, Statistics, or Financial Engineering degrees; programming skills in Python, R, C++; strong analytical skills
Work EnvironmentFast-paced trading firms, hedge funds; focus on low-latency systemsFinancial institutions, hedge funds; focus on model development and data analysis
Employer & Industry UsagePrimarily in trading firms and hedge funds involved in high-frequency tradingAcross financial services, including asset management and hedge funds

High Frequency Trading Developers focus on building low-latency trading systems for rapid execution, while Quantitative Developers develop models and algorithms for trading strategies. Both roles require strong programming skills and financial knowledge, but HFT Developers emphasize system optimization, whereas Quantitative Developers focus on data analysis and modeling.

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High Frequency Trading Quant Researcher (Equities)

Quanta Search

New York, NY • On-site

Full-time

Posted 3 days ago

Job description

Our client, a global prop trading firm, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources.
They are growing and looking to hire an Equities Quant Analyst
Role/Responsibilities:
• Perform rigorous and innovative research to discover systematic anomalies in the equities
market
• End-to-end development, including alpha idea generation, data processing, strategy backtesting,
optimization, and production implementation
• Identify and evaluate new datasets for stock return prediction
• Maintain and improve portfolio trading in a production environment
• Contribute to the analysis framework for scalable research
Requirements:
• MS or PhD in mathematics, statistics, machine learning, computer science, engineering,
quantitative finance, or economics
• 3+ years of work experience in systematic alpha research in cash equities, with exposures to
statistical arbitrage or alternative data research
• Fluency in data science practices, e.g., feature engineering. Experience with machine learning is
a plus
• Experience with signal blending and portfolio construction
• Demonstrated proficiency in Python
• Highly motivated, willing to take ownership of his/her work
• Collaborative mindset with strong independent research abilities
• Commitment to the highest ethical standards
Thank you for illuminating hiring with Quanta Search!
www.quantasearch.com

Apply