Trexquant Investment

Compensation

Full Description

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. 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. 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.