Quantitative Developer - Low Latency Crypto

Location: New York, NY (In-Person)

Company: Blockhouse

Job Type: Full-Time (In-office, 5 days / week)

Compensation: Between $110,000 - $170,000 total compensation with added trading performance bonus and opportunities for provision of seed capital

Note: This role is for candidates with 1 - 3 years of experience as a crypto HFT developer.

Blockhouse is building intelligent execution algorithms for institutional traders. Our platform leverages advanced market microstructure modeling, machine learning, and real-time signal generation to minimize slippage and improve execution quality across equities, and crypto markets.

We’re looking for a Quantitative Developer to help design and optimize low-latency crypto execution infrastructure. You’ll focus on exchange connectivity, real-time data processing, and strategy integration - ensuring our trading systems operate quickly and precisely across CEXs and DEXs. This is a hands-on, technical role for someone who enjoys writing performant code, understanding order books, and getting strategies live faster.

• Build and maintain low-latency exchange connectors (REST, WebSocket, FIX) across major crypto venues.

• Develop and optimize market data pipelines, order routing, and execution logic for speed and reliability.

• Collaborate with researchers to productionize market-neutral and market-making strategies across venues.

• Profile and tune trading systems for latency, throughput, and stability in live environments.

• Implement real-time monitoring and performance benchmarking tools.

• Deploy and manage components on AWS and containerized environments (Docker/Kubernetes).

• Contribute to core infrastructure that supports signal ingestion, backtesting, and execution simulation.

• 1–3 years’ experience in quantitative development or low-latency trading, ideally in crypto, HFT, or market-making.

• Strong programming skills in C++ or Rust, with production-level Python experience.

• Experience integrating exchange APIs (REST/WebSocket/FIX) and handling real-time data streams.

• Understanding of market microstructure, order types, and execution dynamics in digital assets.

• Familiarity with Kafka or similar event-driven systems, and AWS (EC2, S3, CLI).

• Knowledge of asynchronous systems design, network optimization, and multithreaded performance.

• Bonus: Experience with Clickhouse, DEX integration (Web3, RPCs, MEV-aware routing), or low-latency Linux tuning.

• Work on production-grade infrastructure used in live trading environments

• Collaborate with experienced quant researchers and ex-HFT engineers

• Direct ownership over projects with real execution impact

• Exposure to distributed systems, streaming data, and cloud-native deployment workflows

• Fast-paced, outcome-driven, and intellectually rigorous environment

• Fully in-person collaboration in NYC among friendly colleagues.

Our perks and benefits include:

• Vibrant in-person office culture.

• Gym stipend to support fitness and wellness.

• Health insurance & wellness stipend via Superpower.com, giving you flexible access to tools and services that improve mental and physical health.

• Daily lunch provided, and dinner covered past 7pm.

If you're interested, we encourage you to submit your resume directly on this platform. We look forward to hearing from you.