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Wall Street Quants

Entry-Level Quantitative Developer

Wall Street Quants

Entry-Level Quantitative Developer joining a proprietary trading firm to build research platforms and trading tech. Ideal for those passionate about software engineering and quantitative finance.

Posted 7/15/2026full-timeRemote • 🇺🇸 United StatesEntry LevelWebsite

Core Competencies

Role fit
Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates strong software engineering skills with proficiency in Python, C++, Java, Rust, or Go, and a solid understanding of data structures, algorithms, and systems design. Capable of building reliable software for quantitative research and trading workflows while collaborating effectively with traders and researchers.

Highest-signal resume keywords
Proficiency In PythonProficiency In C++Proficiency In JavaProficiency In RustProficiency In Go

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills
Software EngineeringData StructuresAlgorithmsSystems DesignTestingPerformance ReasoningReliability AnalysisConcurrency ManagementOperational TradeoffsHigh-Throughput Data Pipelines
Soft Skills
Attention To DetailIntellectual CuriosityContinuous ImprovementCommunication SkillsTeamwork Skills
Tools & Technologies
APIsMonitoring ToolsSimulation SoftwareMarket Data ToolsTrading Systems
Industry Keywords
Quantitative ResearchFinancial MarketsTrading WorkflowsOperational VisibilityProduction Issues

Tech Stack

Tools & technologies
GoJavaPythonRust

About the role

Key responsibilities & impact
  • 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

What you’ll need
  • 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

Comp & perks
  • 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.