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Trexquant Investment LP is seeking a highly skilled Quantitative Developer with strong C++ expertise and hands-on experience in high-frequency trading environments. In this role, you will design, implement, and optimize high-performance short-term trading signals and support independent trading activities. You will collaborate with researchers and technologists while also operating autonomously to build systems that have a direct and measurable impact on trading performance.

Responsibilities

+ Design, construct, and optimize high-performance short-term trading signals.

+ Support and enhance independent trading workflows, ensuring robust, scalable, and low-latency performance.

+ Develop clean, maintainable, and well-tested C++ code for real-time trading systems.

+ Profile and optimize system performance across software and Linux environments.

+ Collaborate with researchers and technologists to translate ideas into production-grade implementations while operating effectively with minimal supervision.

Requirements

+ Expert-level proficiency in C++ and Linux, with experience developing high-performance, latency-sensitive systems.

+ Minimum 2 years of quantitative development experience in high-frequency trading or similarly demanding real-time environments.

+ BA, MA, or PhD in Computer Science or a related STEM field.

+ Strong analytical and problem-solving skills.

+ Proven ability to work both collaboratively and independently with little supervision.

Benefits

+ Competitive base salary with guaranteed and performance-based bonuses tied to individual and company results.

+ Collaborative, friendly, and results-oriented work environment.

+ Full coverage of PPO health, dental, and vision insurance premiums for you and your dependents.

Pre-tax commuter benefits.

+ Weekly company meals.

+ Additional company perks.

Trexquant is an Equal Opportunity Employer.