Quantitative Data Engineer (Trading)

TL;DR

Quantitative Data Engineer (Trading): Design and build scalable, low-latency data pipelines supporting trading, research, and analytics with an accent on high-frequency trading, crypto, and cutting-edge data pipelines. Focus on optimizing data for modeling and execution, working with real-time data ingestion, and collaborating with quantitative researchers and engineers.

Location: New York City, in-office

Salary: Up to $200,000 + performance-based bonus

Company

hirify.global is a partner to a high-performing trading and technology firm focused on quantitative finance and emerging technologies.

What you will do

• Design and build scalable data pipelines for trading, research, and analytics teams.
• Work with low-latency data ingestion and transformation from multiple complex sources.
• Collaborate with quantitative researchers and engineers to optimize data for modeling and execution.
• Own the full data lifecycle from acquisition and storage to real-time usage.
• Contribute to a culture of high performance and innovation.

Requirements

• Location: Must be able to work onsite in New York City
• 3+ years of experience in data engineering, quantitative research engineering, or related roles.
• Strong programming skills in Python, C++, or Java with production-level system experience.
• Hands-on experience with distributed systems, streaming data, or real-time processing.
• Background in finance, trading, or crypto is a plus but not required.

Nice to have

• Experience with high-frequency trading and crypto technologies.

Culture & Benefits

• Compensation up to $200k plus bonus potential.
• Direct impact on trading performance and strategy execution.
• Collaborative team with backgrounds from top-tier trading firms and web3 ecosystems.