C++ Trading & Simulator Engineer (USA)

Trexquant Investment; Stamford, Northern (CT, KY); Hybrid; USD 175,000 - 200,000; Full time

Benefits offered by this job

Health insurance

Dental insurance

Vision insurance

Weekly company meals

Job summary

Trexquant is seeking a C++ Trading & Simulator Engineer to join its technology team in Stamford, CT (and NYC). You will design, build, and optimize high-performance infrastructure for algorithmic trading, backtesting, and data pipelines, collaborating with researchers and traders.

You will work on low-latency, high-throughput systems, contribute to scalable infrastructure, and help deliver tools for research workflows and deployment. Competitive base salary, bonus potential, and full benefits.

Qualifications

• Degree in Computer Science, Engineering, Mathematics, or related field.
• 2+ years of production-quality C++ (C++17/20) experience with data structures, algorithms, concurrency, and numeric processing.
• Experience designing low-latency, high-throughput financial systems.
• Experience with Python is a plus.

Responsibilities

• Design, build, and maintain infrastructure for quantitative research, backtesting, and strategy deployment, including data pipelines and integration with trading systems.
• Continuously optimize infrastructure for large-scale data processing and complex model computations.
• Develop and optimize data loading and transformation pipelines for high-quality data access.
• Create tools and automation scripts to streamline research workflows (model training, evaluation, deployment).
• Collaborate with researchers and traders to deliver solutions that improve research productivity and trading performance.
• Provide documentation for tools, systems, and processes.

Skills

C++

Low latency

High throughput

Data pipelines

Concurrency

Python

Education

Bachelor's degree in Computer Science, Engineering, or Mathematics

Tools

Python

Job description

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.

Requirements

• 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.
• Weekly company meals.

Applications are open for both Stamford, CT and New York City Offices.

The base salary range is $175,000 to $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