Quantitative Developer

Quantitative Developer – Execution Infrastructure

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 on an algorithmic trading desk, any asset class but crypto preferred.

About Blockhouse

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.

Role Overview

We’re looking for a quantitative developer who thrives at the intersection of research, data engineering, and production systems. This is a hands-on role where you will support core infrastructure that powers our trading operations + algorithm infrastructure.

You’ll work closely with quants and engineers to build and deploy performance-critical components of our trading platform, including backtesting engines, Kafka-based data streams, and cloud-native systems on AWS.

What You’ll Do

• Design and implement components of our trading strategies and algorithms utilizing Python and C++ / Rust
• Build scalable backtesting pipelines and integrate benchmarking tools
• Work with Kafka to simulate or ingest real-time market data streams
• Deploy and test infrastructure on AWS EC2, manage artifacts via S3
• Collaborate with researchers to productionize trading strategies and evaluate execution quality
• Integrate with broker APIs using FIX and REST protocols
• Contribute to internal tooling, documentation, and model lifecycle management
  
  

What We’re Looking For

• Have at least 1 - 2 years of experience on a trading desk, any asset class but crypto preferred
• Strong proficiency in C++, Python including Pandas, NumPy, and asynchronous programming
• Familiarity with market microstructure: limit order books, slippage, order types
• Experience with Kafka, or similar event-driven streaming systems
• Experience using AWS services: EC2, S3, CLI setup, or cloud-based deployment
• Exposure to backtesting frameworks or trading simulation environments
• Solid understanding of Git workflows and clean, modular code practices
• Bonus: Experience with Clickhouse, FIX APIs, containerization (Docker)
  
  

Why Join Us?

• 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.
• Compensation: Mixture of cash and equity-based compensation, depending on experience and hours committed.
  
  

Our perks and benefits include:

• 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.
• Potential sponsorship for H-1B visas for eligible candidates.
  
  

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