C++ Market Data Engineer (USA)

Trexquant Investment • Stamford, CT

13d

About The Position

Trexquant is seeking a C++ Software Engineer to design and build high-throughput, low-latency market data infrastructure for its expanding global trading operations. This high-impact role is at the heart of Trexquant's trading platform and focuses on market data infrastructure for equities, futures, and options across global venues. The engineer will build reusable libraries for decoding, normalizing, publishing, and consuming market data, and partner closely with quantitative researchers to understand downstream data requirements. The role also involves troubleshooting production issues and ensuring reliable 24/7 market data infrastructure.

Requirements

• BS, MS, or PhD in Computer Science, Electrical Engineering, or a related field.
• 3+ years of professional C++ (14, 17, or 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 such as FAST, SBE, or Protocol Buffers, and with time-series databases or in-memory caches.
• Comfort with Python scripting for prototyping, testing, and operations automation.
• Excellent problem-solving skills, an ownership mindset, and the ability to thrive in a fast-paced trading environment.

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.

Benefits

• Competitive salary, plus a 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level