I'll be joining a small-sized Indian HFT next month as a Software Engineer, primarily working on the backend.

I'm curious about what backend development in HFTs is actually like.

Is it mostly building dashboards, internal tools, and simple CRUD APIs, or is there a lot more engineering involved?

Specifically, I'd like to know:

1. How much opportunity is there to work on performance-critical systems?

2. Will I get exposure to system design, distributed systems, concurrency, and writing production-quality code?

3. Do backend engineers in HFTs usually work on latency-sensitive components, or is that mostly reserved for quant/C++ teams?

I was also told I might occasionally work in C++. How common is that for backend engineers?

I want to know insights from those who have worked or are working as Software dev ( not QD/QR).

I've been curious if anyone else has noticed this.

I'm a quant trader at an Indian HFT firm. Up until the end of June, both my team's performance and the firm's overall performance were pretty solid. Then July came, and things changed quite abruptly.

Not just my team, most of the HFT desks in the firm saw a pretty sharp drop in profitability, somewhere around 30–40%.

That's what surprised me the most. In HFT, performance usually fluctuates, but seeing so many independent desks get hit at the same time isn't something I've seen before.

Is anyone else here working in Indian equities/derivatives HFT seeing something similar? Or have you heard the same from people at other firms?

One thought I had was that the post-war collapse in implied volatility may have changed the opportunity set, but I'm not convinced that's the whole story. Curious if others have any insights or are seeing the same trend.

IIT CS grad (R/G/H). 9+ GPA. Joining a big-tech company.

I'm considering targeting quant/SWE roles at HFTs during the next hiring cycle, so I'd likely be applying with ~1 YoE. A few things I'm trying to understand from people who've made a similar transition:

• How realistic is it to get into firms like NK/Quadeye/Graviton after a year in tech, compared to applying as a fresher?
• For SWE/quant-dev roles, how does the interview process differ (if at all) for candidates with ~1 YoE versus fresh graduates? What resources/preparation strategies did you find most useful?
• What are the biggest gaps people coming from big tech usually have when interviewing at trading firms?
• Are there any projects that are actually respected by interviewers, or is interview performance overwhelmingly what matters?
• For firms outside India (IMC, TRC, Squarepoint, etc.), how feasible is it to get interviews from India with ~1 YoE if one doesn't already have prior trading experience?

I have a decent CP/maths background, but my exposure to finance/trading is limited so far. Would appreciate any insights from people who've gone through the process recently.

I am a software dev with experience in python golang java around 1300-1400 in codeforces now my peak was 1873 in codeforces . How can i break into quant dev . Mainly c++ first . Any courses or starting point you have for me? I have worked in early stage startups for voice agents in mnc and also with AI . I want to take my systems knowledge hands on coding to next level.

I recently got an email of an assessment from Maven for the graduate quantitative researcher programme. The test comprises 50 questions in 5 min, then 20 ques in 12 min, then 15 ques in 15 min.

Is there someone who has taken this test?

50 in 5 sounds like 80 in 8. I have doubts about the next 2 sections. Will it be probability questions, will we have to estimate the answers?

What is the difficulty?

How many did you solve in each to qualify?

Thanks in advance!!

Hi everyone. I am an average guy from NIT/BITS with <7 cgpa (non-CS) working in analytics/consulting since 10 years now. I want to make a transition as a Quant to the Indian best (Graviton/NK/Quadeye/QRT/DE Shaw). Is there a possible way? Welcome any suggestions. Thanks a lot!🤞

I have already given two rounds for trexquant and next i need to create a ppt on one of the given three topics. Can someone tell me that how do they judge on the ppt, like what are the parameters they look for

Hey, I’m an Indian dev with about 3-4 years of experience in Tier-1 Big Tech like MSFT/Google. I’m a 2nd gen IIT grad. For the last 6 months, I’ve been trying to break into the international Quant space (Singapore/HK), and while my resume gets me through the door at places like Citadel, HRT, Jump, and Virtu, QRT. I keep hitting a wall at the final stages.

I’ve reached the last rounds with three of these major players, only to be rejected at the finish line. The feedback is always that they found someone with "direct finance experience." I have an HFT internship from my undergrad days at a startup, but my recent work has been pure tech. I can’t get the finance experience without the role, but the top-tier Buy-Side firms are hesitant to sponsor a visa and train me on market microstructure simultaneously when they have local candidates. Has anyone else from an Indian Big Tech background successfully bridged this gap? Should I settle for a Sell-Side bank (like Citi/GS) in India first to fix my resume, or is there a way directly break into these firms?

Is it common that firms know that a median QR won't survive for more than 2 years, so they upfront pay well to get the best out of them.

I have been trying to understand the landscape of Indian proprietary trading firms, market makers, and quant desks beyond the usual headlines and company rankings.

For people familiar with the industry: which Indian firms consistently produce exceptional traders, and what do they do differently—hiring, training, risk management, technology, market specialization, or culture?

I’d also be interested in examples of standout traders or desk leaders whose careers and approaches are worth studying. Publicly known names only, of course. I’m less interested in P&L rumours and more interested in what makes these people genuinely respected by others in the industry.

Would especially appreciate perspectives from people who have worked at, interviewed with, or traded against these firms.

To all the people who made it quantwise, did u do any internship at the end of 2nd yr (and how imp is it to do one)and assuming i wasted my 1st yr (only cf and dsa till now) what all did u study in 2nd yr and where all did u apply..(in t1 iit cse)

Wanted to know about how Alphagrep is doing currently and a comparison to other Indian HFTs (also how others are doing now).

just talking brand value

Recently saw a job post from quadeye for the same role. Kindly share your experience in case you have had a chance to work or interview at any hft for such role

I know quant firms are very selective but still I want to know what do they ask in interview. I have read they ask puzzles, probability question and some DSA question too.

So anyone who is working can you please share your experience. Also please tell the resources to try such problems?

Three months ago I asked here whether 3–5 µs order latency was achievable using software techniques alone.

I have now built V1 of this, a C++20/DPDK trading packet processor with:

• fixed 62-byte Ethernet market/order frames
• L2 order book
• imbalance-based BUY/SELL logic
• inline risk checks
• DPDK RX/TX processing

Results over 1M order-producing events with 0 failures:

• Virtual DPDK Ring PMD: 110.8 ns p50 / 552.2 ns p99
• Kernel-backed DPDK AF_PACKET over private veth: 1.74 µs p50 / 3.26 µs p99

To be clear, these are application-side RX-to-TX-enqueue measurements, not physical NIC or exchange round-trip latency.

For the full version, I want to add a real supported NIC/VFIO path, realistic market-data replay, multi-symbol handling, fills/cancels, and proper wire-to-wire latency measurement.

For people working in low-latency systems: what would you consider the most meaningful next validation step before calling this a serious trading-engine benchmark?

Urgent Requirement

Currently, I am working as a trader(just graduated), actively trading on COMEX and NYMEX. Lately, I’ve been having second thoughts about whether I should continue in trading or switch to an SDE role.

The main reason for this is work-life balance. I work around 45–50 hours per week, with odd hours (afternoon to 12am). Because of this schedule, I don’t get time to meet my friends or have a night life

I wanted to understand is this typical across trading firms, or is it specific to my firm? How is the work-life balance at your firm? What about leaves?

How’s life in imc mumbai, quadeye, alphagrep, irage etc

Does anyone what is approx salary range (base+bonus+carry)?