Career Map

Firm & Role Database

Map the kind of work you actually want before you map the logos. Most students say "quant" like it's one job. It isn't.

The Three Roles

Pick the work first, then the firm

The same firm often has all three roles — but the interviews, day-to-day work, and skill requirements are very different.

📈

Quant Trader

Real-time pricing, risk decisions, market making
Game theory, expected value, fast judgment
Interview: mental math, probability, market scenarios
Key prep: MATH 411, MATH 425, competitions, daily reps

🧠

Quant Researcher

Signal discovery, model building, large datasets
Constant skepticism about false positives
Interview: probability, statistics, ML, explain your research
Key prep: STAT 414, STAT 421, STAT 426, strong notebooks

⚙️

Quant Developer

Low-latency systems, pipelines, production reliability
Performance engineering and distributed infra
Interview: DSA, OS, architecture, C++/Python
Key prep: CSCE 221, 312, 313, 410, 411, systems projects

Firm Database

Representative firms by type

This is not an exhaustive list — it's a mental model of the ecosystem. Understand the type of firm first, then research the specific ones that fit.

Representative firms, not rankings. The point is to help you build a mental model — not to memorize logos or convince yourself there's only one "right" place to target. Firm cultures shift; always do your own current research via Glassdoor, LinkedIn, and recruiting contacts.

Jane Street

Market Maker

Jane Street openly describes the lines between trading, research, and technology as intentionally blurry. Known for collaborative culture, rigorous probabilistic thinking, and one of the most respected internship pipelines in the industry.

Day-to-day feel

Puzzles, collaborative problem-solving, cross-functional teams. Very quant-research-forward.

Interview style

Heavy probability and EV problems. Market scenarios, trading intuition, and strong communication.

Roles

Quant Trader Quant Researcher Software Engineer

Optiver

Market Maker

Global options market maker with structured graduate and intern onboarding. Optiver's recruitment process is notably transparent about what they test — and very heavy on applied mental math and options intuition.

Day-to-day feel

Fast feedback loops, formal training ramp, real trading responsibility early.

Interview style

Infamous 80-in-8 mental math test. Probability questions, market making conversations, options basics.

Roles

Trader Researcher Software Engineer

IMC

Market Maker

Global market maker across equities, derivatives, and fixed income. IMC's traineeship and graduate programs give hands-on exposure to trading, research, and engineering from the start — with a reputation for strong technical culture.

Day-to-day feel

Clear training structure, exposure to markets and tech. Less pure quant research than Jane Street.

Interview style

Mental math, probability, market questions, and a coding component for tech roles.

Roles

Graduate Trader Quant Researcher Software Engineer

Akuna Capital

Market Maker

Chicago-based options market maker known for a collaborative, flat culture and a strong internship program with active campus recruiting. Considered a good entry point for students breaking into options trading.

Day-to-day feel

Options-heavy, fast-paced. Friendly culture relative to other prop firms. Strong intern-to-return rate.

Interview style

Probability, options intuition, market making conversations, some coding.

Roles

Quant Trader Quant Research Dev / Infra

Citadel Securities

Market Maker

One of the world's largest market makers, operating across equities, options, fixed income, and FX at industrial scale. A reference point for high-performance markets, large-scale data, and real-time risk at an infrastructure level most firms can't match.

Day-to-day feel

Scale, speed, highly data-driven. Very engineering-heavy. Less blurry role lines than Jane Street.

Interview style

Rigorous technical screens. Data structures for engineering, probability + research depth for QR, live trading for traders.

Roles

Trader / Markets Quant Research Software Engineering

Hudson River Trading

Prop Trading

HRT describes itself as a quantitative trading firm and liquidity provider with one of the most advanced computing environments in the world. Especially strong for students who are pulled toward the math-plus-systems intersection.

Day-to-day feel

Research and engineering-heavy. Very selective. Known for deep technical culture and strong researcher autonomy.

Interview style

Highly technical. Strong math for researcher, systems depth for dev, probability and market intuition for all.

Roles

Quant Researcher Algo Dev Latency Engineer

Five Rings

Prop Trading

NYC-based prop trading firm known for heavy emphasis on math and reasoning puzzles during recruiting. People say the interviews are especially puzzle-focused — if you love being put on the spot with abstract problems, this is a good fit to explore.

Day-to-day feel

Smaller and tighter-knit than the big market makers. Generalist quant culture with lots of autonomy.

Interview style

Math puzzles, probability, logical reasoning. Known to be especially rigorous on abstract problem-solving.

Roles

Quant Trader Software Engineer

Susquehanna International Group (SIG)

Prop Trading

SIG is famous for teaching poker alongside trading — a signal that they care deeply about decision-making under uncertainty, game theory, and probabilistic reasoning. One of the most recognizable names in options trading and market making.

Day-to-day feel

Structured training program, strong options-focused culture, poker as an explicit training tool.

Interview style

Probability and game theory, mental math, options intuition, behavioral / decision-making questions.

Roles

Trader Quant Strategist Software Dev

DRW

Diversified

DRW trades across asset classes using its own capital — equities, fixed income, crypto, commodities, and more. A useful example of a diversified trading firm that broadens the picture beyond any one trading style or market.

Day-to-day feel

Broad market exposure, less pigeonholed than single-strategy shops. Strong engineering culture.

Interview style

Role-dependent — technical and coding for dev, probability and market structure for trading.

Roles

Trader Research Software Engineering Infrastructure

Two Sigma

Hedge Fund

Two Sigma is a data science and technology company before it's a hedge fund. Known for treating markets as a data engineering problem — their quant research is unusually systematic and their engineering culture is top-tier.

Day-to-day feel

Academic rigor, large datasets, Python-heavy research, significant infra investment. Researcher-friendly culture.

Interview style

Stats, ML, coding, and research methodology for QR. Strong DSA + systems for SWE. Both are rigorous.

Roles

Quant Researcher Software Engineer Data Scientist

D.E. Shaw

Hedge Fund

D.E. Shaw is widely regarded as one of the most intellectually rigorous quantitative investment firms in the world. Known for recruiting across math, physics, CS, and engineering. The firm has a reputation for unusually difficult and creative interview problems.

Day-to-day feel

Problem-solver culture. Broad mandate across strategies. Strong emphasis on intellectual depth over speed.

Interview style

Highly mathematical and creative. Brainteasers, probability, ML/stats for QR, algorithms for dev. Notoriously selective.

Roles

Quant Research Software Engineering Trading

Virtu Financial

Market Maker

Virtu is one of the world's largest electronic market makers, operating across equities, fixed income, currencies, and commodities globally. Known for ultra low-latency infrastructure and heavy technology investment — a strong reference point for developer-track students.

Day-to-day feel

HFT-adjacent, very engineering-heavy, latency-obsessed infrastructure. Developer-centric culture.

Interview style

Systems, performance engineering, C++ for developer roles. Markets and probability for trading roles.

Roles

Software Engineering Latency / Infra Trader

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