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About SnapHyr – Precision Talent for Trading-Critical Teams

At SnapHyr, we specialize in building high-performance teams for high-frequency trading (HFT), quantitative research, and systematic strategy desks.

We’re not a generalist recruitment firm.

We operate exclusively within the trading and quantitative technology ecosystem — helping firms hire talent across low-latency engineering, quant research, portfolio management, and market infrastructure.

Our clients are proprietary trading firms, hedge funds, and strategy-driven asset managers who value speed, discretion, and depth over scale.

🎯 Our Focus

We work with trading organizations where performance depends not just on great code, but on microseconds of latency, the sharpness of alpha signals, and execution that holds up in live markets.

Our value lies in identifying talent that already understands this — people who’ve built real strategies, shipped production-grade infrastructure, and worked on live books with clear PnL responsibility.

🧠 What We Specialize In:

• Quant Researchers & Traders (Stat Arb, Delta One, Options, MFT, Volatility)
• C++/Rust Engineers building low-latency, tick-to-trade systems
• Python Developers for quant platforms, signal research, and backtesting
• FPGA & Market Data Infra Engineers focused on co-location and protocol-level parsing
• Execution Traders & Risk Engineers working across multi-asset desks
• Portfolio Managers & Desk Leads with strategy ownership and team-building responsibility

🔍 How We Work

SnapHyr works with a simple belief: high-impact roles require precision, not pipelines.

We engage directly with decision-makers — founders, CTOs, heads of trading — to understand not just what needs to be hired, but why it matters to the desk’s performance.

Every search is bespoke. We map requirements by latency thresholds, alpha generation mandates, or strategy expansion plans — not cookie-cutter job descriptions.

We’ve delivered on mandates where:

• Portfolio managers needed to be hired in stealth, with domain overlap and risk alignment
• Trading teams were looking for C++ engineers who’d worked on systems sub-10μs
• FPGA engineers had to interface directly with quant leads on decoding market data
• Python developers were expected to go from research notebook to live signal deployment

🎓 Our Talent Network

We maintain a tightly curated network of high-signal professionals:

• Engineers from top-tier trading firms and deep-tech startups
• Researchers from IITs, PhDs, Olympiad winners, and applied ML backgrounds
• Ex-FAANG tech leads who’ve transitioned into quant
• Execution professionals with multi-year, multi-asset trading exposure

We don’t operate on volume.

We build trust through quality, context, and speed — and we never compromise on discretion.

🤝 Who We Work Best With

• Trading firms building new desks or scaling execution teams
• CTOs or heads of research looking for talent with trading DNA, not just tech skills
• Funds hiring across quant + dev + infra in one integrated team
• Portfolio managers needing pre-vetted engineers who “get it”

SnapHyr exists to support the kinds of hires that don’t come from traditional recruiting — the ones that need nuance, domain fluency, and credibility on both sides.

Whether you're building from scratch or upgrading precision at scale — we’re built to help you do it right.

📩 Reach out: [email protected]

🌐 www.snaphyr.com

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