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About the Role

This role involves building and scaling an analytics platform for systematic trading across various asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments. You will collaborate with quantitative researchers, traders, and technology teams to own core analytics and market data infrastructure, productionize research models, and develop backtesting, risk, and tooling capabilities. The position combines hands-on software engineering with quantitative and market structure expertise, requiring the design of performant, scalable systems for diverse asset classes and large datasets. The ideal candidate will possess strong C++ engineering skills, deep experience in 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 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 for monitoring and evaluating trading strategies.
Develop GUIs, visualization tools, and developer-facing applications to improve researcher and trader productivity.
Optimize system performance, scalability, and reliability across data, analytics, and research infrastructure.
Collaborate with quantitative researchers and portfolio managers to translate research ideas into robust, production-grade solutions.

Requirements

BS/MS/PhD degree in a STEM field.
Strong, demonstrable C++ engineering skills.
Solid finance and options asset-class expertise.
Genuine understanding of the options domain.
Experience working with options market data, including optimal storage and structuring 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.
Ability to work effectively both independently and as part of a team.

Skills

C++ engineering
Finance expertise
Options asset-class expertise
Options market data management
Implied volatility surfaces
Options pricing
Backtesting infrastructure development
Problem-solving
Teamwork
Independent work

Location

Stamford
New York City

Education Level

BS/MS/PhD degree in a STEM field

Salary/Compensations

$175,000 - $200,000

Benefits

Discretionary, performance-based bonus

About the Company

Trexquant is a systematic trading organization.

Equal Opportunity

Trexquant is an Equal Opportunity Employer.