Trexquant is looking for a senior technologist to lead the design and evolution of our core trading, research, and simulation infrastructure. This role involves architecting and building scalable, low-latency systems in Linux environments, collaborating closely with quantitative researchers & engineers, and driving next-generation simulation and execution platforms.ResponsibilitiesDesign, build, and enhance core infrastructure systems that support trading, research, and operations, including integration with the firm’s Order Management System (OMS).Architect and develop a high-performance multi-asset simulation and backtesting platform capable of supporting strategy research, backtesting, and deployment across equities, futures, fixed income, and derivatives. Evaluate existing systems to identify bottlenecks and implement improvements that enhance scalability, performance, and security. Collaborate with quantitative researchers and cross-functional teams to ensure the platform accurately models market dynamics, transaction costs, and execution behavior while aligning technical initiatives with a long-term infrastructure roadmap.Design and optimize scalable data and compute infrastructure for low-latency, high-throughput processing of large-scale market data across simulation and production trading.Improve caching, time-series management, and distributed computation while keeping the simulation & backtesting framework modular and scalable.Oversee the development, integration, and deployment of systems and tools in C++, Python, and Linux environments.Provide mentorship and technical guidance to engineers and researchers while staying current with emerging technologies and industry best practices.RequirementsBachelor’s, Master’s, or Ph.D. in Computer Science, Engineering, Mathematics, or a related STEM field.6+ years of experience building high-performance trading, simulation, or research infrastructure within Linux environments.Expert-level proficiency in one of these programming languages: C++ (C++17/20), Java, or Python, with strong knowledge of algorithms, concurrency, data structures, and systems architecture. Preference for C++.Experience architecting scalable, low-latency, high-throughput systems in Linux-based production environments.Knowledge of market microstructure, execution systems, and simulation or backtesting methodologies.Experience designing or supporting OMS, execution, or comparable trading infrastructure.Excellent communication skills and ability to collaborate effectively across engineering and research teams.Financial industry experience is a plus, but not required.BenefitsCompetitive salary plus bonus based on individual and company performance.Collaborative, casual, and friendly work environment.PPO Health, dental and vision insurance premiums fully covered for you and your. dependents.Pre-tax commuter benefits.Weekly company mealsApplications 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
Trexquant is looking for a senior technologist to lead the design and evolution of our core trading, research, and simulation infrastructure. This role involves architecting and building scalable, low-latency systems in Linux environments, collaborating closely with quantitative researchers & engineers, and driving next-generation simulation and execution platforms.
Responsibilities
- Design, build, and enhance core infrastructure systems that support trading, research, and operations, including integration with the firm’s Order Management System (OMS).
- Architect and develop a high-performance multi-asset simulation and backtesting platform capable of supporting strategy research, backtesting, and deployment across equities, futures, fixed income, and derivatives.
- Evaluate existing systems to identify bottlenecks and implement improvements that enhance scalability, performance, and security.
- Collaborate with quantitative researchers and cross-functional teams to ensure the platform accurately models market dynamics, transaction costs, and execution behavior while aligning technical initiatives with a long-term infrastructure roadmap.
- Design and optimize scalable data and compute infrastructure for low-latency, high-throughput processing of large-scale market data across simulation and production trading.
- Improve caching, time-series management, and distributed computation while keeping the simulation & backtesting framework modular and scalable.
- Oversee the development, integration, and deployment of systems and tools in C++, Python, and Linux environments.
- Provide mentorship and technical guidance to engineers and researchers while staying current with emerging technologies and industry best practices.
Requirements
- Bachelor’s, Master’s, or Ph.D. in Computer Science, Engineering, Mathematics, or a related STEM field.
- 6+ years of experience building high-performance trading, simulation, or research infrastructure within Linux environments.
- Expert-level proficiency in one of these programming languages: C++ (C++17/20), Java, or Python, with strong knowledge of algorithms, concurrency, data structures, and systems architecture. Preference for C++.
- Experience architecting scalable, low-latency, high-throughput systems in Linux-based production environments.
- Knowledge of market microstructure, execution systems, and simulation or backtesting methodologies.
- Experience designing or supporting OMS, execution, or comparable trading infrastructure.
- Excellent communication skills and ability to collaborate effectively across engineering and research teams.
- Financial industry experience is a plus, but not required.
Benefits
- Competitive salary plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment.
- PPO Health, dental and vision insurance premiums fully covered for you and your. dependents.
- Pre-tax commuter benefits.
- Weekly company meals
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
Trexquant applies quantitative methods to systematically build optimized global market-neutral equity portfolios in liquid markets. Trading signals (Alphas) are developed from thousands of data variables and extensively tested. Strategies dynamically adjust allocations to Alphas depending on recent performance. Thousands of strategies using tens of thousands of signals currently drive our live production, and our talented team of researchers from some of the best schools in the world inject new ideas into our system on an ongoing basis. Capital is managed across thousands of equity positions in the United States, Europe, Japan, Australia, and Canada.
Trexquant applies quantitative methods to systematically build optimized global market-neutral equity portfolios in liquid markets. Trading signals (Alphas) are developed from thousands of data variables and extensively tested. Strategies dynamically adjust allocations to Alphas depending on recent performance. Thousands of strategies using tens of thousands of signals currently drive our live production, and our talented team of researchers from some of the best schools in the world inject new ideas into our system on an ongoing basis. Capital is managed across thousands of equity positions in the United States, Europe, Japan, Australia, and Canada.
