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Trading Strategy Developer Jobs in Mahopac, NY (NOW HIRING)

Gelber Group

Experienced Trader

White Plains, NY

$72K - $120K/yr

Develop and implement trading strategies aimed at generating consistent profits while adhering to ... Experience with data analysis programming languages (Python is a plus) * An attentive, mindful, and ...

Gelber Group

Experienced Trader

White Plains, NY · On-site

$72K - $120K/yr

Develop and implement trading strategies aimed at generating consistent profits while adhering to ... Experience with data analysis programming languages (Python is a plus) * An attentive, mindful, and ...

Socket.dev

Director, Trade Marketing

White Plains, NY · On-site

$140 - $160/hr

RESPONSIBILITIES Trade Strategy & Commercial Programming * Own the national trade marketing strategy and annual programming calendar, grounded in consumer, shopper, and customer insight. * Develop ...

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All JobsTrading Strategy Developer JobsTrading Strategy Developer Jobs in Mahopac, NY

Trading Strategy Developer information

See Mahopac, NY salary details

$57K

$128K

$223.4K

How much do trading strategy developer jobs pay per year?

As of Aug 25, 2026, the average yearly pay for trading strategy developer in Mahopac, NY is $128,043.00, according to ZipRecruiter salary data. Most workers in this role earn between $92,400.00 and $161,800.00 per year, depending on experience, location, and employer.

What does a trading strategy developer do?

A Trading Strategy Developer designs, tests, and implements algorithms or systems that facilitate automated trading in financial markets. They analyze market data, identify trading opportunities, and use programming languages to create models that can execute trades based on predefined rules. Their work involves backtesting strategies to ensure efficiency and robustness before deploying them in live markets, and they often collaborate with quantitative analysts and other finance professionals to optimize trading performance.

What are the key skills and qualifications needed to thrive as a trading strategy developer?

To thrive as a Trading Strategy Developer, you need a solid background in quantitative analysis, financial markets, and programming—often supported by a degree in math, finance, computer science, or engineering. Expertise with programming languages such as Python, C++, and platforms like MATLAB, as well as familiarity with trading systems and backtesting frameworks, is typically required. Strong problem-solving skills, attention to detail, and the ability to communicate complex ideas effectively set top performers apart. These abilities are crucial for designing robust, profitable strategies that perform reliably in dynamic and competitive trading environments.

What are some common challenges faced by trading strategy developers when implementing new algorithms in live markets?

Trading Strategy Developers often encounter challenges such as managing slippage, latency, and unexpected market conditions when deploying new algorithms. Backtested strategies may not always perform as expected in live environments due to differences in data quality, execution speed, and market microstructure. Close collaboration with quantitative researchers, software engineers, and risk managers is essential to monitor performance, make real-time adjustments, and ensure compliance with trading regulations. Addressing these challenges proactively is key to maintaining robust, profitable strategies.

What is the difference between Trading Strategy Developer vs Quantitative Analyst?

AspectTrading Strategy DeveloperQuantitative Analyst
CredentialsTypically requires degrees in finance, computer science, or mathematics; certifications like CFA or CQF are commonSimilar credentials; often holds advanced degrees in finance, mathematics, or statistics; CFA is also common
Work EnvironmentWorks in trading firms, hedge funds, or financial institutions focusing on developing and implementing trading algorithmsWorks in finance, investment banks, or asset management firms analyzing data to inform investment decisions
Primary FocusDesigning, testing, and optimizing trading strategies and algorithmsAnalyzing financial data, modeling markets, and developing quantitative models for investment strategies

While both roles require strong quantitative skills and similar educational backgrounds, Trading Strategy Developers focus on creating and deploying trading algorithms, whereas Quantitative Analysts primarily analyze data and develop models to support investment decisions. Their work environments often overlap, but their core responsibilities differ in application and focus.

What cities near Mahopac, NY are hiring for Trading Strategy Developer jobs?

Cities near Mahopac, NY with the most Trading Strategy Developer job openings:

Trading Strategy Developer jobs near you

Quantitative Developer (USA)

Trexquant Investment

Stamford, CT • On-site

$175K - $200K/yr

Full-time

Re-posted 10 days ago

Job description

We are seeking a highly skilled and motivated Quantitative Developer to join our systematic trading organization. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments.

Working closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. The role combines hands-on software engineering with quantitative and market structure expertise, requiring the ability to design performant, scalable systems that operate across diverse asset classes and large datasets.

The ideal candidate will possess strong C++ engineering skills, deep experience building quantitative trading infrastructure, and a solid understanding of financial markets, market data, and quantitative research workflows.

Responsibilities
  • Build and maintain the analytics platform supporting volatility strategies, futures, or equities including infrastructure and other datasets used by researchers and traders.
  • Productionize quantitative research models and integrate them into backtesting and live trading systems.
  • Design and implement scalable storage and processing systems for equities, futures, options, and other market and risk data.
  • Develop and enhance backtesting infrastructure to support complex research workflows and large-scale simulations.
  • Build and maintain risk, PnL, and portfolio analytics systems used for monitoring and evaluating trading strategies.
  • Develop GUIs, visualization tools, and developer-facing applications that improve researcher and trader productivity.
  • Optimize system performance, scalability, and reliability across data, analytics, and research infrastructure.
  • Collaborate closely with quantitative researchers and portfolio managers to translate research ideas across volatility strategies, futures or equities teams into robust, production-grade solutions.

Requirements

  • BS/MS/PhD degree in a STEM field.
  • Strong, demonstrable C++ engineering skills — this is the most important requirement for the role.
  • Solid finance and options asset-class expertise; a genuine understanding of the options domain is strongly preferred.
  • Experience working with options market data, including how it is best stored and structured for performance.
  • Familiarity with implied volatility surfaces and a strong understanding of options pricing.
  • Experience building or substantially improving backtesting infrastructure.
  • Strong problem-solving skills with an ability to work effectively both independently and as part of a team

Benefits

Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026.

The base salary range is $175,000 - $200,000 depending on the candidate’s educational and professional background. Base salary is one component of Trexquant’s total compensation, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.

Trexquant is an Equal Opportunity Employer.