C++ Market Data Engineer (USA)
Trexquant InvestmentConnecticut, United States
Posted July 2, 2025
Full Time
About the Company
Trexquant is a leading quantitative finance firm specializing in the development of multi-asset portfolios through advanced machine learning methods. The firm continuously enhances its investment and research platform, utilizing a vast array of data variables to create complex trading models and strategies. These models generate trading signals aimed at outperforming market conditions globally.
Job Description
Trexquant is seeking a C++ Market Data Engineer to design and build ultra-low-latency feed handlers for premier vendor feeds and major exchange multicast feeds.
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