Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. We are in the process of optimizing and reimagining our quant platform to keep pace with our expanding trading operations. To support our rapid growth, we are seeking a talented C++ Trading & Simulator Engineer to join our growing technology team and help build the next generation of trading systems and analytics platforms.
As a C++ Trading & Simulator Engineer, you will work closely with quantitative researchers and traders to design, develop, and optimize high-performance systems for algorithmic trading. Your responsibilities will include building and maintaining the core infrastructure for trading simulations, data pipelines, and low-latency execution platforms. The ideal candidate will have a strong background in C++ development, and experience in creating scalable, low-latency, high-throughput systems.
Responsibilities
- Design, build, and maintain the infrastructure for quantitative research, backtesting, and strategy deployment, including data pipelines, computation engines, and integration with trading systems.
- Continuously optimize the infrastructure to support large-scale data processing and complex model computations.
- Develop and optimize data loading and transformation pipelines to ensure efficient access to high-quality data for analysis and model development.
- Create tools and automation scripts to streamline research workflows, including model training, evaluation, and deployment.
- Collaborate closely with quantitative researchers and traders to understand their needs and deliver technical solutions that enhance research productivity, backtesting accuracy, and trading performance.
- Provide ongoing support to researchers and traders, ensuring clear documentation for tools, systems, and processes.
- A degree in Computer Science, Engineering, Mathematics, or a related field,
- 2+ years of experience writing production-quality code in C++ (C++ 17/20) with a deep understanding of data structures, algorithms, concurrency patterns, and numeric processing,
- Experience designing, implementing, and optimizing low-latency and high-throughput systems, particularly for financial applications.
- Experience with Python programming is a plus,
- Experience in alpha/strategy research infrastructure or data pipeline development is a big plus,
- 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.
Trexquant is an Equal Opportunity Employer
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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.
