Quantitative Trading Systems Engineer

Trexquant Investment LP; New York (NY); On-site; USD 175,000 - 200,000; Full time

Benefits offered by this job

Performance-based bonus

Job summary

Trexquant Investment LP is seeking a skilled Quantitative Developer to enhance their analytics platform in New York City. This role involves working closely with quantitative researchers and traders to build robust systems that operate across various asset classes and large datasets.

The ideal candidate should have strong C++ skills, experience with quantitative trading infrastructure, and a good grasp of financial markets. The base salary range for this position is $175,000 to $200,000, depending on qualifications.

Qualifications

• Strong C++ engineering skills are essential for this role.
• Experience with options market data is preferred.
• Solid understanding of financial markets and quantitative research workflows.

Responsibilities

• Build and maintain the analytics platform for volatility strategies.
• Productionize and integrate quantitative research models.
• Develop scalable storage and processing systems for market data.
• Enhance backtesting infrastructure for research workflows.
• Create risk, PnL, and portfolio analytics systems.

Skills

C++ Engineering

Quantitative Trading Infrastructure

Market Data Expertise

Problem-Solving Skills

Education

BS/MS/PhD in a STEM field

Job description

Trexquant Investment LP is seeking a skilled Quantitative Developer to enhance their analytics platform in New York City. This role involves working closely with quantitative researchers and traders to build robust systems that operate across various asset classes and large datasets.

The ideal candidate should have strong C++ skills, experience with quantitative trading infrastructure, and a good grasp of financial markets. The base salary range for this position is $175,000 to $200,000, depending on qualifications.