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.
KnowQaunt 2026.1 · Updated September 2026
These are indicative ranges pending first-party verification. They will be replaced by verified submissions as the Quant Salary Index dataset builds.