About the job
Trexquant is a systematic fund in New York specializing in quantitative finance. The firm’s team brings together researchers and engineers who focus on advancing its quantitative platform and trading operations.
Role overview
The C++ Trading and Simulation Engineer will be part of Trexquant’s technology group. This role centers on building and enhancing trading systems and analytics platforms that underpin the firm’s algorithmic strategies.
What you will do
- Collaborate with quantitative researchers and traders to design, implement, and optimize high-performance systems for algorithmic trading.
- Develop and maintain infrastructure for trading simulations, including data pipelines and low-latency execution platforms.
- Contribute to the ongoing development and improvement of tools supporting trading and research.
Requirements
- Extensive experience with C++ development.
- Background in building scalable, low-latency, high-throughput systems.
- Demonstrated ability to develop and maintain complex infrastructure for trading or related applications.
Location
This position is based in New York, NY.

