Holding period · Microseconds to seconds
High-frequency trading
What is high-frequency trading?
High-frequency trading captures very short-lived pricing edges by being faster than competitors to observe and act. The edge is largely engineering: network path, kernel bypass, and increasingly FPGA implementation of the decision hot path.
Who it hires, and what it pays
Mid-level total compensation, New York reference market.
| Role | What they do here | Mid-level total comp |
|---|---|---|
| Quant Researcher | Signal discovery and alpha research | $550k – $1.1m |
| Quant Trader | Running risk on systematic strategies | $600k – $1.5m |
| HFT / Low-Latency Engineer | Nanoseconds as a competitive edge | $450k – $900k |
Where it concentrates
Skills it rewards
Firms running it
Derived from published positioning and office footprint - an indication of where this strategy is practised, not a claim about current vacancies.
Other strategies
Methodology
Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.
KnowQuantIndex 2026.1 · Updated September 2026
Modelled bands describe the market, not an individual offer. Where an employer states pay, the stated figure is used and labelled as such.
Live opportunities
Roles behind High-frequency trading
Open vacancies we track at quant firms, grouped by role and city. Adverts are anonymised.
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Research desk
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