C++ Trading & Simulator Engineer (USA)
Company: Trexquant Investment
Location: New York City
Posted on: February 14, 2026
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Job Description:
Job Description Job Description Trexquant is a growing
systematic fund at the forefront of quantitative finance, with a
core team of highly accomplished researchers and engineers. We are
in the process of optimizing and reimagining our quant platform to
keep pace with our expanding trading operations. To support our
rapid growth, we are seeking a talented C++ Trading & Simulator
Engineer to join our growing technology team and help build the
next generation of trading systems and analytics platforms. As a
C++ Trading & Simulator Engineer, you will work closely with
quantitative researchers and traders to design, develop, and
optimize high-performance systems for algorithmic trading. Your
responsibilities will include building and maintaining the core
infrastructure for trading simulations, data pipelines, and
low-latency execution platforms. The ideal candidate will have a
strong background in C++ development, and experience in creating
scalable, low-latency, high-throughput systems. Requirements A
degree in Computer Science, Engineering, Mathematics, or a related
field, 2 years of experience writing production-quality code in C++
(C++ 17/20) with a deep understanding of data structures,
algorithms, concurrency patterns, and numeric processing Experience
designing, implementing, and optimizing low-latency and
high-throughput systems, particularly for financial applications.
Experience with Python programming is a plus. Experience in
alpha/strategy research infrastructure or data pipeline development
is a big plus Responsibilities Design, build, and maintain the
infrastructure for quantitative research, backtesting, and strategy
deployment, including data pipelines, computation engines, and
integration with trading systems. Continuously optimize the
infrastructure to support large-scale data processing and complex
model computations. Develop and optimize data loading and
transformation pipelines to ensure efficient access to high-quality
data for analysis and model development. Create tools and
automation scripts to streamline research workflows, including
model training, evaluation, and deployment. Collaborate closely
with quantitative researchers and traders to understand their needs
and deliver technical solutions that enhance research productivity,
backtesting accuracy, and trading performance. Provide ongoing
support to researchers and traders, ensuring clear documentation
for tools, systems, and processes. 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 to $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
Keywords: Trexquant Investment, Cherry Hill , C++ Trading & Simulator Engineer (USA), IT / Software / Systems , New York City, New Jersey
