About Whistler Trading Whistler Trading is a systematic proprietary trading firm founded by industry leaders who previously built some of the most successful businesses in quantitative finance and high-frequency trading. We're on a mission to build elite trading systems and infrastructure with unmatched speed, efficiency, and performance. The Role We are seeking a Low Latency Software Engineer of uncommon talent and drive. You should possess a deep love for software and technology, and bring a unique combination of technical prowess and analytical rigor to the table. What You'll Do Design and implement high-performance, low-latency software solutions using Rust Build elegant, efficient, and scalable systems with a focus on speed and throughput Collaborate closely with trading and business teams to develop custom solutions Analyze complex systems and business problems to create innovative solutions Work independently with initiative and make sound decisions with confidence Qualifications 2+ years of software engineering experience, ideally at a high-frequency trading (HFT) firm Strong experience in Rust, C++ or other systems programming language Familiarity with or interest in Rust is a plus, but not required Experience optimizing code for nanosecond or microsecond-level latency improvements, or a strong interest in doing so Mastery of multi-threaded application design and development Creative problem-solving ability and strong analytical mindset Excellent communication and interpersonal skills in fast-paced environments Bachelor's degree in Computer Science or a related field (Master's or Ph.D. preferred) We highly value degrees from IIT campuses and other premier institutions, but we also welcome applicants who can demonstrate exceptional skill through experience and achievements Why Whistler? Work with the best in the industry No politics, just performance Rapid feedback loops, real impact Long-term opportunity with significant growth potential
About Whistler Trading Whistler Trading is a systematic proprietary trading firm founded by industry leaders who previously built some of the most successful businesses in quantitative finance and high-frequency trading. This is a rare opportunity to join a growing A-team with incredible talent density, a meritocratic culture, no politics, and a razor-sharp focus on outcomes. The Role We're seeking an exceptional Quantitative Researcher with experience in High-Frequency Trading (HFT). The ideal candidate is among the best in their field, highly ambitious, and a proven problem-solver with excellent judgment. You'll have the opportunity to work closely with world-class peers, grow your role significantly over time, and build a rewarding long-term career in systematic trading. What You'll Do Conduct cutting-edge alpha and strategy research using state-of-the-art ML and statistical modeling techniquesGenerate innovative alpha ideas and explore new datasets in a collaborative environment Optimize portfolios and analyze trading performance Collaborate with top-tier researchers and engineers, contributing to a high-performing team Push research to production with immediate feedback on performance Become a core contributor to our trading strategies and research platform Qualifications 2+ years of experience in quantitative research within HFT Degree in Computer Science, Machine Learning, Statistics, Physics, Engineering, Applied Math, or related field (PhD a plus) Proven research track record demonstrating innovation in your field Experience in machine learning or statistical modeling is a strong plus Proficiency in Python, Rust, C++, or other modern programming languages Strong problem-solving skills and a relentless drive to succeed Passion for continuous learning and growth Collaborative mindset and ability to thrive in a high-performance team Why Whistler? Work with the best in the industry No politics, just performance Rapid feedback loops, real impact Long-term opportunity with significant growth potential
Whistler Trading is a systematic proprietary trading firm founded by industry leaders with a focus on quantitative finance and high-frequency trading. Join a growing team known for talent density, meritocratic culture, and a sharp focus on outcomes. As a Quantitative Researcher specializing in Medium-Frequency Trading (MFT), you will: - Conduct cutting-edge alpha and strategy research using ML and statistical modeling techniques - Generate innovative alpha ideas and explore new datasets collaboratively - Optimize portfolios and analyze trading performance - Collaborate with top-tier researchers and engineers in a high-performing team - Contribute to trading strategies and research platform development Qualifications: - 2+ years of MFT quantitative research experience - Degree in Computer Science, Machine Learning, Statistics, Physics, Engineering, Applied Math, or related field (PhD preferred) - Proven track record of innovative research - Experience in machine learning or statistical modeling - Proficiency in Python, Rust, C++, or other modern programming languages - Strong problem-solving skills and drive to succeed - Passion for continuous learning and growth - Collaborative mindset for team success Join Whistler Trading to work with industry experts, experience a performance-driven environment with rapid feedback loops, and explore long-term growth opportunities.,