C++ Market Data Engineer

Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers.

To keep 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‑impact role that sits at the heart of Trexquant's trading platform; the quality, speed, and reliability of your code directly influence every strategy we run.

• Design & implement high-performance feed handlers in modern C++ for equities, futures, and options across global venues (e.g., NYSE, CME, Refinitiv RTS, Bloomberg B-PIPE).
• Optimize for micro‑ and nanosecond latency using lock‑free data structures, cache‑friendly memory layouts, and kernel‑by-pass 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.
• Provide robust failover, gap‑recovery, and replay mechanisms to guarantee data integrity under packet loss or venue outages.
• Instrument code paths with precision time stamping and performance metrics; drive continuous latency regression testing and capacity planning.
• Partner closely with quantitative researchers to understand downstream data requirements and to fine‑tune delivery formats for both simulation and live trading.
• Produce clear 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 related field.
• 3+ years of professional C++ (14,17,20) development experience focused on low‑latency, high‑throughput systems.
• Proven track record building or maintaining real‑time market‑data feeds (e.g., Refinitiv RTS/TREP, Bloomberg B-PIPE, 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 mindset, and ability to thrive in a fast‑paced trading environment.
• Familiarity with containerization (Docker/K8s) and public‑cloud networking (AWS, GCP).

• Competitive salary, plus bonus based on individual and company performance.
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
• Pre‑Tax Commuter Benefits.

Applications are now open for our NYC office, opening in September 2026. Base salary range is $(phone number removed) – $ 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.

Trexquant is an Equal Opportunity Employer.

Location:

Manhattan, NY.