TL;DR
A trading desk is built from three groups of people: those who find the edge (quant researchers), those who run it in the market (quant traders), and those who build the systems it runs on (quant developers, low-latency C++ engineers, FPGA engineers and network engineers). A head of quant or head of trading leads them. Each seat below links to a hiring guide covering what the role owns, the backgrounds that produce strong candidates, how to assess them and where to find them.
Most hiring mistakes on a desk come from mixing the groups: asking a researcher to own production code, or a systems engineer to generate alpha. Name the work first, then choose the seat.
Key points
- Start with the gap: signal research, live risk-taking, strategy infrastructure or the hot path to the exchange.
- Read the guide for the seat before writing the brief. Each one separates the skills that predict performance from the ones that only look good on a CV.
- For pay by role and level, use our HFT and quant salaries benchmark.
- For the skills each seat is tested on, see the HFT skills matrix.
Research and trading
The seats that find and run the edge.
- Quant researcherSignal research and model building, from hypothesis to validated strategy.
- Quant traderLive risk-taking, position management and strategy oversight in the market.
- Head of quant or head of tradingSets research direction, owns trading results and builds the team.
Trading technology
The seats that build the systems the strategies run on.
- Quant developerStrategy infrastructure, research tooling and the path from model to production.
- Low-latency C++ engineerThe hot path: order entry, market data handling and microsecond budgets.
- FPGA engineerHardware logic for feed parsing, risk checks and order entry.
- Network and exchange connectivity engineerCo-location, exchange links and the network that carries every order.
Start from the problem, not the title
| If the problem is | Hire first | Then consider |
|---|---|---|
| No new signals reaching production | Quant researcher | Quant developer |
| Strategies exist but nobody owns live risk | Quant trader | Head of quant or trading |
| Research is slow to reach production | Quant developer | Low-latency C++ engineer |
| Losing races to faster competitors | Low-latency C++ engineer | FPGA engineer |
| Latency budget already spent in software | FPGA engineer | Network engineer |
| New exchange, co-location or market | Network engineer | Low-latency C++ engineer |
| No one sets research direction | Head of quant or trading | Quant researcher |
Where these searches run
Most of our quant and HFT searches are for proprietary trading firms, market makers, systematic funds and bank trading desks in Gurugram, Mumbai and Bengaluru, and for Singapore, Hong Kong and UAE desks hiring from India. Our HFT, quant and trading technology practices explain how we run them, and live quant roles are on our jobs page.
Common questions
What roles are there in a quant trading firm?
A quant trading firm typically has quant researchers who develop signals and strategies, quant traders who run them and manage live risk, and a technology group of quant developers, low-latency C++ engineers, FPGA engineers and network engineers who build the trading systems. A head of quant or head of trading leads the desk. Smaller firms combine seats; larger ones split them further by asset class and strategy.
What is the difference between a quant researcher and a quant developer?
A quant researcher finds and validates trading signals using statistics, mathematics and data, and is judged on the strategies they produce. A quant developer builds the infrastructure those strategies run on, from research tooling to production systems, and is judged on reliability, speed and how quickly research reaches the market. Many firms hire both into the same team, and strong candidates often move between the two.
Which HFT role should a firm hire first?
Hire for the bottleneck. A firm with ideas but slow execution needs a quant developer or low-latency engineer; one with infrastructure but no new strategies needs a quant researcher; one with strategies but no ownership of live risk needs a quant trader. A firm building a desk from scratch usually starts with a head of trading or senior researcher and a strong developer, then adds specialists.
How much do quant and HFT roles pay in India?
Pay varies widely by seat, firm and performance, with variable pay forming a large share at senior levels. Our HFT and quant salaries page gives SYTalent Market Data by role and level for India, and each role guide on this page covers how pay is structured for that seat.