Entry-Level Quantitative Developer

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Wall Street Quants

WebsiteLinkedInAll Job Openings

11 - 50 employees

📚 Education

💸 Finance

👥 B2C

Education • Finance • B2C

Wall Street Quants is an online education and career-acceleration provider that runs an intensive quant finance bootcamp taught by former Wall Street quants. It prepares STEM students and technical professionals for quant research and trading roles through a practical curriculum covering coding, strategy research, backtesting, portfolio construction, and technical interview preparation, plus project mentorship, resume coaching, and a supportive community. The program emphasizes job-ready skills for hedge funds, HFTs, and investment banks and offers placement support and lifetime access to materials.

📋 Description

• 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.

🎯 Requirements

• 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.

🏖️ Benefits

• 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.