C++ Software Engineer - Market Data Infrastructure (USA)
At a glance
Mid-level Software Engineering role at Trexquant Investment. Stamford · full-time · $150,000–$200,000 base.
techroles summary, based on the employer's posting.
What you'll do
- Build modern C++ systems that move market data quickly across equities, futures and options venues
- Create shared libraries for decoding, standardizing, distributing and using market data
- Work with quantitative researchers to establish what downstream users need from the data
- Write and test maintainable, performance-focused code, then resolve production problems in round-the-clock systems
What you bring
- At least three years of professional C++ work on low-latency, high-throughput systems
- A track record developing or maintaining live market-data feed infrastructure
- A bachelor's, master's or doctoral degree in computer science, electrical engineering or a related discipline
- Strong knowledge of concurrency, lock-free methods, memory models and compiler optimization
Who this fits
This mid-level role is for a C++ engineer focused on real-time market-data infrastructure. It is based on-site in Stamford, United States.
From the employer
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++ Software Engineer to design and build high throughput / low-latency market data infrastructure. This is a high-impact role that sits at the heart of Trexquant's trading platform.
Responsibilities:
- Write efficient, scalable and maintainable code with a strong focus on performance, testing and code quality.
- Design and build high-performance market data infrastructure in modern C++ for equities, futures and options across global venues.
- Build reusable libraries for decoding, normalizing, publishing and consuming market data.
- Partner closely with quantitative researchers to understand downstream data requirements.
- Troubleshoot production issues and ensure reliable 24/7 market data infrastructure.
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 feed infrastructure.
- 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.
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
The base salary range is $150,000 - $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