We are seeking a highly skilled and motivated Quantitative Developer to join our systematic trading organization. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments.
Working closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. The role combines hands-on software engineering with quantitative and market structure expertise, requiring the ability to design performant, scalable systems that operate across diverse asset classes and large datasets.
The ideal candidate will possess strong C++ engineering skills, deep experience building quantitative trading infrastructure, and a solid understanding of financial markets, market data, and quantitative research workflows.
Responsibilities
- Build and maintain the analytics platform supporting volatility strategies, futures, or equities including infrastructure and other datasets used by researchers and traders.
- Productionize quantitative research models and integrate them into backtesting and live trading systems.
- Design and implement scalable storage and processing systems for equities, futures, options, and other market and risk data.
- Develop and enhance backtesting infrastructure to support complex research workflows and large-scale simulations.
- Build and maintain risk, PnL, and portfolio analytics systems used for monitoring and evaluating trading strategies.
- Develop GUIs, visualization tools, and developer-facing applications that improve researcher and trader productivity.
- Optimize system performance, scalability, and reliability across data, analytics, and research infrastructure.
- Collaborate closely with quantitative researchers and portfolio managers to translate research ideas across volatility strategies, futures or equities teams into robust, production-grade solutions.
- BS/MS/PhD degree in a STEM field.
- Strong, demonstrable C++ engineering skills — this is the most important requirement for the role.
- Solid finance and options asset-class expertise; a genuine understanding of the options domain is strongly preferred.
- Experience working with options market data, including how it is best stored and structured for performance.
- Familiarity with implied volatility surfaces and a strong understanding of options pricing.
- Experience building or substantially improving backtesting infrastructure.
- Strong problem-solving skills with an ability to work effectively both independently and as part of a team
Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026.
The base salary range is $175,000 - $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.
