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++ 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.

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.

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