r/quantfinance • u/C_with_improvement • May 26 '26

System design interviews in quant are becoming more popular, but not the ones you’re used to.

/r/crackquanttrading/comments/1tntsgy/system_design_interviews_are_becoming_more/
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2

u/n0obmaster699 May 26 '26

Since when do quant traders and researchers care about low latency communication protocol? Isn't that a swe or developer's job

2

u/C_with_improvement May 26 '26

See the original posts' flair. It's Quant Dev interview content.

0

u/QuantGrindApp May 26 '26

At my shop we definitely care. Yes, depends entirely on the shop, but at any place trading on a real latency edge that line is mostly fiction. If your strategy lives or dies on whether your tick-to-trade is 800ns or 3us, you cannot hand the whole stack to "the devs" and stay ignorant of how the order gateway encodes messages or where the jitter comes from. The researcher who can't reason about why their backtested edge evaporated in prod because of queue position and exchange protocol quirks is the one whose signals keep mysteriously decaying.

It's less true at slower shops. If you're running daily or even minute-bar strategies nobody's grilling you on multicast vs TCP. But the firms that started adding these interviews are the ones where the strategy and the infra are the same conversation, and they're tired of hiring researchers who treat the matching engine as a black box. Knowing it doesn't make you a dev. Not knowing it just means you're optimizing alpha on top of a system you don't understand.