About the Role
A San Francisco-based proprietary trading firm expanding its quantitative team through a US-remote role is seeking a highly motivated Entry-Level Quantitative Developer to join the team full-time. In this role, you will build dependable research platforms, market-data systems, and trading technology as part of the firm's quantitative engineering team.
This is an ideal opportunity for early-career candidates who are passionate about software engineering, performance, market data, distributed systems, and quantitative finance. The work combines quantitative development, Python and C++ engineering, market data, low-latency systems, and algorithmic trading infrastructure. You will work closely with experienced traders, quantitative researchers, and engineers to learn how modern strategies, models, and trading systems are designed, tested, and implemented.
The team is small, technical, and collaborative, with direct access to experienced traders, quantitative researchers, engineers, high-quality market data, and modern research infrastructure.
This remote role is open to candidates based across the United States
Requirements
Responsibilities
- Build software for quantitative research, market data, simulation, and trading workflows.
- Improve system reliability, performance, testing, and operational visibility.
- Partner with researchers and traders to turn ideas into dependable tools.
- Develop reliable software used in quantitative research, trading, simulation, and market-data workflows.
- Design and maintain high-throughput data pipelines, APIs, and services for time-sensitive financial systems.
- Profile latency, memory use, reliability, and performance across critical research and trading applications.
- Write tests, participate in code reviews, and improve engineering standards across the codebase.
- Troubleshoot production issues and build monitoring that makes failures easier to detect and diagnose.
- Collaborate closely with traders and researchers to translate quantitative ideas into dependable tools.
Qualifications
- Early-career applicant from any degree discipline with practical software engineering ability.
- Transferable programming experience from a technology company, startup, research group, personal projects, or another setting.
- Interest in moving into quantitative development; no prior quant or finance experience is required.
- Open to applicants from any degree discipline, including people moving from technology, consulting, science, operations, or another career.
- Transferable professional, project, or self-directed experience that demonstrates analytical judgment and learning ability.
- Strong computer science fundamentals, including data structures, algorithms, testing, and systems design.
- Proficiency in Python, C++, Java, Rust, Go, or another production programming language.
- Ability to reason about performance, reliability, concurrency, and operational tradeoffs.
- Experience building substantial software through coursework, internships, open-source work, or personal projects.
- Interest in financial markets is useful, but prior finance experience is not required.
- Applicants from every degree discipline are welcome.
- No prior quantitative finance, trading, or investment-industry experience is required.
- Strong attention to detail, intellectual curiosity, and a commitment to continuous improvement.
- Excellent communication and teamwork skills.
Ideal Candidate
The ideal candidate is a pragmatic builder who cares about correctness, performance, and maintainability. You enjoy understanding how systems behave under real load, collaborating with demanding technical users, and taking ownership from initial design through testing and production support.
Benefits
What We Offer
- Hands-on development across quantitative systems, market data, research platforms, performance engineering, and production reliability.
- Mentorship from experienced quantitative traders, researchers, engineers, and technologists.
- Exposure to live markets, real financial datasets, and the full path from idea to implementation.
- A collaborative, high-performance environment that values curiosity, discipline, and continuous learning.
- Opportunities for rapid growth based on performance, ownership, and measurable impact.
- Competitive compensation and a benefits package aligned with the employer and location.
Skills Required
- Early-career applicant
- Practical software engineering ability
- Transferable programming experience (industry, internships, research, personal projects)
- Strong computer science fundamentals (data structures, algorithms, testing, systems design)
- Proficiency in Python, C++, Java, Rust, Go, or another production programming language
- Ability to reason about performance, reliability, concurrency, and operational tradeoffs
- Experience building substantial software through coursework, internships, open-source, or personal projects
- Strong attention to detail, intellectual curiosity, and commitment to continuous improvement
- Excellent communication and teamwork skills
- Interest in financial markets
What We Do
Wall Street Quants is a quantitative-finance education and career-preparation company. It runs a bootcamp taught by Wall Street quants, providing STEM professionals with a structured roadmap toward quantitative roles at hedge funds, high-frequency trading firms, investment banks, and related employers. Its offering focuses on quant research and trading, coding sessions, interview preparation, recruiting strategy, and access to a private Discord community.
