Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. To keep pace with our expanding global trading operations, we are seeking a C++ Software Engineer to design and build high throughput / low-latency market data infrastructure. This is a high-impact role that sits at the heart of Trexquant's trading platform.
Responsibilities:
- Write efficient, scalable and maintainable code with a strong focus on performance, testing and code quality.
- Design and build high-performance market data infrastructure in modern C++ for equities, futures and options across global venues.
- Build reusable libraries for decoding, normalizing, publishing and consuming market data.
- Partner closely with quantitative researchers to understand downstream data requirements.
- Troubleshoot production issues and ensure reliable 24/7 market data infrastructure.
Requirements
- BS/MS/PhD in Computer Science, Electrical Engineering, or related field.
- 3+ years of professional C++ (14,17,20) development experience focused on low-latency, high-throughput systems.
- Proven track record building or maintaining real-time market-data feed infrastructure.
- Strong grasp of concurrency, lock-free algorithms, memory-model semantics, and compiler optimizations.
- Familiarity with serialization formats (FAST, SBE, Protocol Buffers) and time-series databases or in-memory caches.
- Comfort with scripting in Python for prototyping, testing, and ops automation.
- Excellent problem-solving skills, ownership mindset, and ability to thrive in a fast-paced trading environment.
Benefits
- Competitive salary, plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
- Pre-Tax Commuter Benefits
- Weekly company meals
The base salary range is $150,000 - $200,000 depending on the candidate’s educational and professional background. Base salary is one component of Trexquant’s total compensation, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.
Trexquant is an Equal Opportunity Employer
Skills Required
- BS, MS, or PhD in Computer Science, Electrical Engineering, or a related field
- 3+ years of professional C++ development experience using C++14, C++17, or C++20, focused on low-latency, high-throughput systems
- Experience building or maintaining real-time market-data feed infrastructure
- Strong understanding of concurrency, lock-free algorithms, memory-model semantics, and compiler optimizations
- Familiarity with FAST, SBE, or Protocol Buffers serialization formats
- Familiarity with time-series databases or in-memory caches
- Python scripting experience for prototyping, testing, and operations automation
- Excellent problem-solving skills, ownership mindset, and ability to work in a fast-paced trading environment
What We Do
Being a quantitative finance firm that uses Machine Learning (ML) to create multi-asset portfolios and seek profit from the market, Trexquant has continuously improved its investment and research platform since starting operations, leveraging new and emerging technologies. Trexquant uses rigorous quantitative methods to create multi-asset portfolios in global markets. To do this, Trexquant develops trading signals using its vast and continuously growing collection of data variables used as inputs for more complex trading models called Strategies. The result is an ever-growing and adapting engine built from thousands of intricate models and tens of thousands of signals, tailor-made with the goal to outperform the market during any condition. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
