Offer summary

Qualifications:

1+ year of experience in execution trading or quantitative development., Strong background in C++, Rust, or optimized Python for high-performance applications., Experience with FIX protocol and broker/exchange APIs., Knowledge of market microstructure and execution cost models..

Key responsabilities:

Deploy and optimize execution algorithms for real-time trading.

Develop low-latency infrastructure for smart order routing and execution optimization.

Translate research models into production-ready code for efficiency and scalability.

Ensure robust monitoring and logging of live execution strategies.

Job description

Quantitative Developer – Execution Algorithms

Location: New York, NY (In-Person)
Company: Blockhouse
Job Type: Full-Time (40+ hours / week)

About Blockhouse

Blockhouse is redefining trade execution through cutting-edge quantitative research and execution algorithms. Our success stems from a data-driven approach to optimizing execution, blending sophisticated market microstructure modeling, smart order routing (SOR), and transaction cost analysis (TCA) to improve trade performance across equities, fixed income (rates), and crypto markets.

We are seeking a Senior Quantitative Developer to take our execution algorithms from research to production, optimizing them for real-time trading. This role requires a strong background in low-latency systems, execution infrastructure, and software engineering for trading environments. You will work closely with our quant researchers and engineers to ensure our execution models are deployed efficiently and operate at high performance.

What You’ll Do

Deploy and optimize execution algorithms for real-time, high-performance trade execution.
Develop low-latency infrastructure to support smart order routing, execution optimization, and live trading.
Translate research models into production-ready code, ensuring efficiency and scalability.
Build and maintain FIX connectivity for broker and exchange integration.
Optimize order placement logic and routing decisions for execution quality.
Enhance simulation environments to test execution algorithms under realistic market conditions.
Ensure robust monitoring and logging of live execution strategies.

What We’re Looking For

1+ year of experience in execution trading, quantitative development, or low-latency trading systems.
Strong background in C++, Rust, or highly optimized Python for high-performance applications.
Experience working with FIX protocol, broker/exchange APIs, and market data feeds.
Knowledge of market microstructure, order book dynamics, and execution cost models.
Strong debugging and performance optimization skills, particularly in latency-sensitive environments.
Prior experience in hedge funds, prop trading firms, market-making, or execution desks at major banks is highly preferred.

Why Join Us?

Work on cutting-edge execution infrastructure that directly impacts real-world trading performance.
Solve complex real-time trading challenges using cutting-edge software engineering and quantitative research.
Be part of a research-driven trading team where data and execution insights drive product decisions.
High-impact role in a rapidly growing firm solving execution challenges across multiple asset classes.
Compensation: Competitive Base Salary + Significant Equity – Be part of a high-growth firm with strong upside potential.

How to Apply

Submit your application here, and send your resume and a brief description of relevant projects you’ve worked on to pranav@blockhouse.capital with the subject line "First Name, Last Name, Senior Quant Developer App". If you have performance benchmarks, latency optimizations, or past work with execution trading systems, attach those as well.

We look forward to working with you!

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