Quantitative Developer – HFT Quant Team – Greenfield

Mondrian Alpha; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

Mondrian Alpha is hiring a quant developer to join its global systematic trading effort. You will own the full stack from data capture and backtesting to live execution and risk controls, with early architecture decisions and a direct line to traders and researchers.

We seek seasoned software engineers who can build fast, correct systems, reason about probability, and ship production code. Experience with low-latency environments (C++, Rust) and a willingness to work from a blank page are highly

Qualifications

• Strong software engineering fundamentals with production-grade code.
• Experience building low-latency or high-throughput systems (C++, Rust, or similar).
• Comfort with probability, statistics, and calibration thinking.
• Track record building systems from blank-page or early-stage design.
• Able to move fast without compromising correctness and collaborate with non-engineers.

Responsibilities

• Design and build core trading infrastructure: data capture, backtesting, execution, real-time risk.
• Develop and productionize short-horizon, high-frequency strategies with researchers and PMs.
• Build pricing and signal models for probabilistic outcomes.
• Optimize for latency, throughput, and correctness under live-market conditions.
• Own systems end to end from prototype to production to monitoring.

Skills

C++

Rust

Python

Probability & Stats

Low-latency

End-to-end ownership

Tools

Backtesting frameworks

Market data pipelines

Job description

A global quantitative fund is expanding its systematic trading effort and hiring a quant developer to help build out the stack: signal research infrastructure, pricing, execution, and risk. Real ownership over how these systems get designed, not just maintenance of what's already there.

Strong systems and quant engineers from top-tier firms are encouraged to apply. Domain background matters less than the ability to build fast, correct, low-latency systems and reason clearly about probability.

About the Role

This is an early technical seat on a greenfield HFT effort. Early architecture decisions are still open, and the person in this role owns a large share of them. The work spans the full loop: getting and cleaning market data, building the research environment, turning signals into production strategies, and running them live with real risk controls. High touch, small team, direct line to the people making trading decisions.

What You'll Do

• Design and build the core trading infrastructure from the ground up: data capture, backtesting/research tooling, execution, and real-time risk.


• Develop and productionize short-horizon, high-frequency strategies in close partnership with researchers and PMs.


• Build pricing and signal models for instruments where value is driven by uncertain, event-driven, or probabilistically-defined outcomes.


• Optimize for latency, throughput, and correctness under live-market conditions.


• Own systems end to end, from prototype to production to monitoring.

Must-haves:

• Strong software engineering fundamentals. This person writes production-grade code, not just research scripts.


• Experience building low-latency or high-throughput systems (C++, Rust, or similar; Python for research is a plus).


• Comfort with probability, statistics, and reasoning about calibration and expected value.


• A track record of building systems from an early or blank-page stage, not just extending mature ones.


• Ability to move quickly without breaking correctness, and to work directly with non-engineers.

Nice-to-haves:

• Background pricing instruments defined by event outcomes or implied probabilities (options/vol, event-driven, short-horizon signal work, or similar probabilistic-market domains).


• Experience with market data pipelines, tick data, or exchange connectivity.


• Familiarity with backtesting frameworks and research-to-production workflows.


• Exposure to systematic or high-frequency trading at a serious firm.