companyTrexquant logo

C++ Trading and Simulation Engineer | New York, NY

TrexquantNew York, New York, United StatesNew
On-site Full-time $175K/yr - $200K/yr

Clicking Apply Now takes you to AutoApply where you can tailor your resume and apply.


Unlock Your Potential

Generate Job-Optimized Resume

One Click And Our AI Optimizes Your Resume to Match The Job Description.

Is Your Resume Optimized For This Role?

Find Out If You're Highlighting The Right Skills And Fix What's Missing

Experience Level

Experience

Qualifications

Responsibilities:Design, implement, and maintain the infrastructure for quantitative research, backtesting, and strategy deployment, including data pipelines and computation engines. Continuously enhance the infrastructure to facilitate large-scale data processing and complex model computations. Develop and optimize data loading and transformation pipelines to guarantee 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. Work closely with quantitative researchers and traders to understand their requirements and provide technical solutions that improve research productivity, backtesting accuracy, and trading outcomes. Provide ongoing support to researchers and traders, ensuring comprehensive documentation for tools, systems, and processes. Requirements:Degree in Computer Science, Engineering, Mathematics, or a related field, with a minimum of 2 years of experience in production-quality C++ code (C++ 17/20) and a deep understanding of data structures, algorithms, concurrency patterns, and numeric processing. Experience in designing, implementing, and optimizing low-latency and high-throughput systems, particularly within financial applications. Familiarity with Python programming is a plus. Experience in alpha/strategy research infrastructure or data pipeline development is highly desirable.

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.

About Trexquant

Trexquant is an innovative systematic fund at the cutting edge of quantitative finance, driven by a team of expert researchers and engineers who are committed to advancing our quantitative platform to support our extensive trading operations.

Similar jobs

Tailoring 0 resumes

We'll move completed jobs to Ready to Apply automatically.