HFT / Quant SWE Roadmap — 2025 → 2027
WBD →
Optiver.
24 months.
A complete, phase-by-phase plan to transition from Software Engineer II at Warner Bros. Discovery into a mid-level quant or HFT software engineering role. Built around C++ mastery, systems depth, low-latency thinking, and a portfolio that speaks for itself.
24Months total
4Phases
400+DSA problems
€250kCeiling (quant, strong year)
85%Hire probability at 24 months
C++ Mastery
From syntax familiarity to expert-level: memory model, templates, lock-free structures, hardware intrinsics. The primary language of every HFT firm.
DSA
150 problems by month 6, 300 by month 12, 400+ by month 18. C++ only. Timed solves from month 7 onwards. DP is the inflection point.
Linux & OS
Processes, virtual memory, scheduling, interrupts, kernel internals. HFT systems run on bare Linux and you need to understand what happens beneath your code.
Networking
TCP/IP, UDP multicast, socket programming, kernel bypass (DPDK, io_uring). Market data travels on the wire and every microsecond on that path matters.
Math & Probability
Expectation, variance, distributions, Markov chains, brainteasers. Optiver and IMC filter on probability puzzles at the SWE interview level.
Trading Domain
Order books, matching engines, market microstructure, HFT system architecture. You don't need to be a quant researcher — but you need to speak the language.
Portfolio
Phase 1: data structures. Phase 2: limit order book. Phase 3: full matching engine + market data handler. Phase 4: documented, benchmarked, blog-posted.
WBD (day job)
Find a latency problem in production. Own the fix. Instrument it. "Reduced p99 from Xms to Yms" is the single most powerful sentence on your quant CV.