High-Throughput C++ Market Data Engineer

Trexquant Investment LP; Stamford (CT); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Health insurance

Dental insurance

Vision insurance

Pre-Tax Commuter Benefits

Weekly company meals

Job summary

Trexquant Investment LP in Stamford, CT is seeking a C++ Software Engineer to design and build high-throughput, low-latency market data infrastructure for global venues.

You will collaborate with quantitative researchers, write efficient code, and troubleshoot production systems while thriving in a fast-paced trading environment.

The position offers a competitive salary with bonus potential and comprehensive PPO health benefits for you and your dependents.

Qualifications

• BS/MS/PhD in Computer Science, Electrical Engineering, or related field.
• 3+ years of professional C++ (14,17,20) development experience focused on low-latency, high-throughput systems.
• Proven track record building or maintaining real-time market-data feed infrastructure.
• Strong grasp of concurrency, lock-free algorithms, memory-model semantics, and compiler optimizations.
• Familiarity with serialization formats (FAST, SBE, Protocol Buffers) and time-series databases or in-memory caches.
• Comfort with scripting in Python for prototyping, testing, and ops automation.

Responsibilities

• Write efficient, scalable and maintainable code with a strong focus on performance, testing and code quality.
• Design and build high-performance market data infrastructure in modern C++ for equities, futures and options across global venues.
• Build reusable libraries for decoding, normalizing, publishing and consuming market data.
• Partner closely with quantitative researchers to understand downstream data requirements.
• Troubleshoot production issues and ensure reliable 24/7 market data infrastructure.

Skills

C++ development

Low-latency systems

Concurrency

Python scripting

Education

BS/MS/PhD in Computer Science, Electrical Engineering, or related field

Tools

FAST

SBE

Protocol Buffers

Job description

Trexquant Investment LP in Stamford, CT is seeking a C++ Software Engineer to design and build high-throughput, low-latency market data infrastructure for global venues.

You will collaborate with quantitative researchers, write efficient code, and troubleshoot production systems while thriving in a fast-paced trading environment.

The position offers a competitive salary with bonus potential and comprehensive PPO health benefits for you and your dependents.