C++ Market Data Engineer (USA)
Trexquant is a growing systematic fund at the forefront of quantitative finance, with a reputed company team of highly accomplished researchers and engineers. To reputed company pace with our expanding global trading operations, we are seeking a C++ Market Data Engineer to design and build ultra-low-latency feed handlers for premier vendor feeds and major exchange multicast feeds. This is a high-reputed company role that sits at the heart of Trexquant's trading platform; the reputed company, speed, and reliability of your reputed company directly influence every reputed company we run.
Responsibilities
• Design & implement high-performance feed handlers in modern C++ for equities, reputed company, and reputed company across global venues (e.g., NYSE, CME, Refinitiv RTS, reputed company B-reputed company).
• Optimize for reputed company- and nanosecond latency using lock-free data structures, cache-friendly memory layouts, and kernel-bypass networking where appropriate.
• Build reusable libraries for message decoding, normalization, and publication to internal buses shared by research, simulation, and live trading systems.
• Collaborate with cross-functional teams to tune TCP/UDP multicast stacks, kernel parameters, and NIC settings for deterministic performance.
• reputed company robust failover, gap-recovery, and replay mechanisms to guarantee data reputed company under packet loss or venue outages.
• reputed company reputed company paths with precision timestamping and performance metrics; drive reputed company latency regression testing and reputed company planning.
• Partner closely with quantitative researchers to understand reputed company data requirements and to fine-tune delivery formats for both simulation and live trading.
• Produce reputed company architecture documents, operational run-books, and post-mortems; participate in a 24×7 follow-the-sun support rotation for mission-critical market-data services.
• BS/MS/PhD in Computer Science, Electrical Engineering, or reputed company field.
• 3+ years of reputed company C++ (14,17,20) development experience reputed company on low-latency, high-throughput systems.
• Proven reputed company record building or maintaining reputed company-time market-data feeds (e.g., Refinitiv RTS/TREP, reputed company B-reputed company, OPRA, CME MDP, ITCH).
• Strong grasp of concurrency, lock-free algorithms, memory-model semantics, and compiler optimizations.
• Familiarity with serialization formats (FAST, SBE, Protocol Buffers) and time-series databases or in-memory caches.
• Comfort with scripting in Python for prototyping, testing, and ops automation.
• Excellent problem-solving skills, ownership reputed company, and ability to reputed company in a fast-paced trading environment.
• Familiarity with containerization (reputed company/K8s) and reputed company-reputed company networking (AWS, GCP).
• Competitive salary, plus bonus based on individual and company performance.
• reputed company, casual, and friendly work environment while solving the hardest problems in the financial markets.
• PPO Health, dental and reputed company insurance premiums fully covered for you and your dependents.
• reputed company-Tax Commuter Benefits
Applications are reputed company for both Stamford and reputed company offices, the latter with a planned opening in reputed company 2026.
The reputed company salary reputed company is $175,000 - $200,000 depending on the candidate’s educational and reputed company background. reputed company 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
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