C++ Quant Developer: Scalable Trading Analytics

Trexquant Investment LP; Stamford (CT); On-site; USD 175,000 - 200,000; Full time

Job summary

Trexquant Investment LP is seeking a highly skilled Quantitative Developer to enhance our trading operations in Stamford, Connecticut. The role focuses on building and scaling the analytics platform crucial for research and trading across various asset classes.

Key responsibilities include maintaining infrastructure for volatility strategies and productionizing research models. The ideal candidate will have strong C++ skills, a background in finance, and experience with options market data.

The base salary ranges from $175,000 to $200,000, with additional performance-based bonuses.

Qualifications

• Demonstrable C++ engineering skills are critical for this position.
• Solid finance expertise and understanding of options are strongly preferred.
• Experience with implied volatility surfaces and options pricing is required.

Responsibilities

• Build and maintain analytics platform for trading strategies.
• Productionize quantitative research models for trading systems.
• Design scalable storage and processing systems for data.

Skills

C++ engineering skills

Understanding of financial markets

Problem-solving skills

Experience with options market data

Experience with backtesting infrastructure

Education

BS/MS/PhD degree in a STEM field

Job description

Trexquant Investment LP is seeking a highly skilled Quantitative Developer to enhance our trading operations in Stamford, Connecticut. The role focuses on building and scaling the analytics platform crucial for research and trading across various asset classes.

Key responsibilities include maintaining infrastructure for volatility strategies and productionizing research models. The ideal candidate will have strong C++ skills, a background in finance, and experience with options market data.

The base salary ranges from $175,000 to $200,000, with additional performance-based bonuses.