It arrives as a build, not as a link.
A recruiter with a plausible history sends a take home task. A counterparty shares a desktop client for the trading venue you both use. A repository you were pointed at builds and runs on first open. The payload is a normal looking executable, freshly compiled, so no signature database anywhere has ever seen it.
Nobody clicks a file labeled malware. They open a file labeled the thing they were already expecting.