Trexquant is looking for a senior technologist to lead the design and evolution of our core trading, research, and simulation infrastructure. This role involves architecting and building scalable, low-latency systems in Linux environments, collaborating closely with quantitative researchers & engineers, and driving next-generation simulation and execution platforms.
Responsibilities
- Design, build, and enhance core infrastructure systems that support trading, research, and operations, including integration with the firm’s Order Management System (OMS).
- Architect and develop a high-performance multi-asset simulation and backtesting platform capable of supporting strategy research, backtesting, and deployment across equities, futures, fixed income, and derivatives.
- Evaluate existing systems to identify bottlenecks and implement improvements that enhance scalability, performance, and security.
- Collaborate with quantitative researchers and cross-functional teams to ensure the platform accurately models market dynamics, transaction costs, and execution behavior while aligning technical initiatives with a long-term infrastructure roadmap.
- Design and optimize scalable data and compute infrastructure for low-latency, high-throughput processing of large-scale market data across simulation and production trading.
- Improve caching, time-series management, and distributed computation while keeping the simulation & backtesting framework modular and scalable.
- Oversee the development, integration, and deployment of systems and tools in C++, Python, and Linux environments.
- Provide mentorship and technical guidance to engineers and researchers while staying current with emerging technologies and industry best practices.
Requirements
- Bachelor’s, Master’s, or Ph.D. in Computer Science, Engineering, Mathematics, or a related STEM field.
- 6+ years of experience building high-performance trading, simulation, or research infrastructure within Linux environments.
- Expert-level proficiency in one of these programming languages: C++ (C++17/20), Java, or Python, with strong knowledge of algorithms, concurrency, data structures, and systems architecture. Preference for C++.
- Experience architecting scalable, low-latency, high-throughput systems in Linux-based production environments.
- Knowledge of market microstructure, execution systems, and simulation or backtesting methodologies.
- Experience designing or supporting OMS, execution, or comparable trading infrastructure.
- Excellent communication skills and ability to collaborate effectively across engineering and research teams.
- Financial industry experience is a plus, but not required.
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
Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026.
The base salary range is $175,000 - $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
- Bachelor's, Master's, or Ph.D. in Computer Science, Engineering, Mathematics, or a related STEM field
- 6+ years of experience building trading or research infrastructure in Linux environments
- Expert proficiency in C++, Java, or Python, with preference for C++
- Experience architecting scalable, low-latency systems
- Knowledge of market microstructure and execution systems
- Experience designing or supporting OMS or trading infrastructure
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.
