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Senior Part Time High Frequency Trading Software Engineer Jobs

Squirl Financial

Software Engineer

Detroit, MI

You should be able to build high-quality, innovative and fully performing software in compliance ... trader * Potential to grow within our company through further projects Employment Type: PART_TIME

Squirl Financial Inc

Software Engineer

Detroit, MI · On-site +1

... trading strategies that outperformed the S&P 500. Overtime, as our shared experience and ... We are looking for a part-time Software Engineer who will assist us with the design, development ...

RSC2

Software Engineer Senior

Aberdeen Proving Ground, MD · On-site

$95K - $150K/yr

RSC2 is currently looking for a Senior Software Engineer to join our growing team in Aberdeen to ... Aberdeen Proving Ground, MD Employment Type: Part-Time, Salary-Exempt We are an equal opportunity ...

Planet

Senior Software Engineer, Storage Infrastructure

$125K - $165K/yr

Shape technical approach and system design for the team's high-impact projects * Help engineers on ... Experience driving architectural decisions and guiding technical trade-offs across a team

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Senior Part Time High Frequency Trading Software Engineer information

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$75.5K

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How much do senior part time high frequency trading software engineer jobs pay per year?

As of Jul 28, 2026, the average yearly pay for senior part time high frequency trading software engineer in the United States is $143,292.00, according to ZipRecruiter salary data. Most workers in this role earn between $122,500.00 and $161,500.00 per year, depending on experience, location, and employer.

What is the difference between Senior Part Time High Frequency Trading Software Engineer vs Quantitative Trading Analyst?

AspectSenior Part Time High Frequency Trading Software EngineerQuantitative Trading Analyst
Required CredentialsComputer Science degree, programming skills, experience in HFT systemsQuantitative degree, strong math/stats background, programming skills
Work EnvironmentDeveloping and optimizing trading algorithms, coding in C++/PythonData analysis, modeling, strategy development, less coding focus
Employer & Industry UsageHFT firms, trading desks, financial institutionsHedge funds, asset managers, trading firms

While both roles involve financial markets and programming, the Senior Part Time High Frequency Trading Software Engineer focuses on developing and maintaining high-speed trading systems, whereas the Quantitative Trading Analyst emphasizes data analysis and strategy modeling. The engineer role is more technical and coding-intensive, often requiring experience with low-latency systems, while the analyst role leans toward quantitative research and strategy formulation.

More about Senior Part Time High Frequency Trading Software Engineer jobs
What cities are hiring for Senior Part Time High Frequency Trading Software Engineer jobs? Cities with the most Senior Part Time High Frequency Trading Software Engineer job openings:
What job categories do people searching Senior Part Time High Frequency Trading Software Engineer jobs look for? The top searched job categories for Senior Part Time High Frequency Trading Software Engineer jobs are:
Senior Part Time High Frequency Trading Software Engineer jobs near you
Infographic showing various Senior Part Time High Frequency Trading Software Engineer job openings in the United States as of July 2026, with employment types broken down into 96% Full Time, 1% Part Time, and 3% Contract. Highlights an 87% Physical, 5% Hybrid, and 8% Remote job distribution, with an average salary of $143,292 per year, or $68.9 per hour.
GBM - Quantitative Dev/Strat - Systematic Rates Trading, New York

GBM - Quantitative Dev/Strat - Systematic Rates Trading, New York

Goldman Sachs, Inc.

New York, NY • On-site

Full-time, Part-time

Posted 21 days ago

Goldman Sachs rating

8.3

Company rating: 8.3 out of 10

Based on 27 frontline employees who took The Breakroom Quiz

47th of 170 rated banks

Job description


Quant Dev/Strat - Systematic Rates Trading
Desk Overview
The Systematic Rates Trading desk sits at the intersection of quantitative research, technology, and market-making execution. The team is responsible for overseeing the systematic trading, pricing, and risk management frameworks for global Rates products (including government bonds, interest rate swaps, and futures). We design, build, and manage real-time pricing engines, algorithmic hedging systems, and execution platforms that operate at scale in highly liquid and volatile markets.
Role Description
This is a high-impact, front-office seat designed for a strong Quantitative Developer / Strat who is a self-driven, highly motivated independent thinker. In this role, you will not just implement pre-defined models; you will actively drive the end-to-end development of trading algorithms, market-making logic, and portfolio optimization tools.
We are looking for an individual who takes a high amount of ownership over their work, from initial exploratory data analysis to production-grade deployment. You will collaborate closely with traders and quantitative researchers to optimize execution, analyze market microstructure, and build robust, high-performance systems where code quality directly impacts desk P&L.
Responsibilities
  • Algorithm Development: Design, develop, and optimize systematic trading algorithms, market-making logic, and real-time algorithmic hedging systems.
  • Exploratory Data Analysis (EDA): Conduct rigorous data analysis on massive, high-frequency market datasets to identify pricing anomalies, refine trading signals, and improve execution strategies.
  • Market Microstructure & TCA: Analyze Rates market microstructure and build sophisticated Transaction Cost Analysis (TCA) frameworks to minimize slippage, model market impact, and optimize execution performance.
  • Portfolio Optimization: Implement and refine mathematical models for portfolio optimization, risk allocation, and real-time risk management.
  • System Architecture & Performance: Design and maintain the high-performance, low-latency trading infrastructure and data pipelines powering the systematic Rates business.
  • End-to-End Ownership: Proactively identify technical bottlenecks, propose architectural improvements, and take full responsibility for the reliability and scalability of the trading stack.

Who We Look For
We are seeking an exceptional software engineer and quantitative thinker with a "builder" mindset. You should thrive in a fast-paced, collaborative trading floor environment where you are expected to work independently, think critically, and take complete ownership of your projects.
Basic Qualifications
  • Education: Bachelor's, Master's, or PhD in Computer Science, Computer Engineering, Financial Engineering, Mathematics, or a related quantitative field.
  • Core Languages: Expert-level proficiency in C++ or Java (for high-performance, low-latency systems) and Python (for data analysis, prototyping, and scripting).
  • CS Fundamentals: Strong foundation in data structures, algorithms, systems programming, and concurrent/multi-threaded application design.
  • Engineering Best Practices: Deep understanding of the software development lifecycle, including version control (Git), CI/CD pipelines, testing frameworks, and performance profiling.
  • Problem Solving: Exceptional debugging skills and the ability to navigate complex, distributed systems under time-sensitive, live-trading conditions.

Preferred Qualifications
  • Domain Knowledge: Strong understanding of Rates products (Treasuries, Swaps, Futures), yield curve modeling, and fixed-income analytics.
  • Industry Experience: Prior experience working as a Quant Developer, Strat, or Software Engineer on a systematic trading desk, market-making team, or high-frequency trading (HFT) firm.
  • Data Engineering: Experience building and maintaining large-scale time-series databases (e.g., KDB+/q, SQL) and ETL pipelines.
  • Quantitative Skills: Familiarity with statistical modeling, optimization techniques, and machine learning libraries in Python.

Salary Range
The expected base salary for this New York, NY, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

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About Goldman Sachs

Sourced by ZipRecruiter

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1869

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