C++ Market Data Engineer (USA)

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.

Responsibilities

• 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-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.
• Provide robust failover, gap-recovery, and replay mechanisms to guarantee data integrity under packet loss or venue outages.
• Instrument code paths with precision timestamping 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.

Requirements:
• 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).

Benefits:
• 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 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