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Lead Trading Systems Engineer - New York

TrexquantNew York, New York, United StatesNew
On-site Full-time $175K/yr - $200K/yr

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Experience Level

Senior

Qualifications

Requirements:Bachelor’s, Master’s, or Ph. D. in Computer Science, Engineering, Mathematics, or a related STEM field.6+ years of hands-on experience in building high-performance trading, simulation, or research infrastructure in Linux environments. Proficient in C++ (C++17/20), Java, or Python, with deep understanding of algorithms, concurrency, data structures, and systems architecture. Preference for C++ expertise. Demonstrated experience architecting scalable, low-latency, high-throughput systems in production Linux environments. Strong knowledge of market microstructure, execution systems, and methodologies for simulation or backtesting. Experience in designing or supporting OMS, execution, or similar trading infrastructures. Excellent communication skills with a proven ability to collaborate across engineering and research teams. Previous experience in the financial industry is a plus, but not mandatory.

About the job

Trexquant seeks a Lead Trading Systems Engineer in New York to strengthen the core platforms behind the firm's trading and research activities. This position focuses on building, refining, and scaling the systems that underpin strategy development, simulation, and execution. Collaboration with quantitative researchers and engineers is central to expanding simulation and execution capabilities.

Main responsibilities

  • Design and enhance infrastructure supporting trading, research, and operations, integrating closely with the Order Management System (OMS).
  • Develop a high-performance simulation and backtesting platform for equities, futures, fixed income, and derivatives, supporting research and strategy deployment.
  • Analyze and improve existing systems, addressing performance bottlenecks and strengthening scalability, security, and reliability.
  • Partner with quantitative researchers and cross-functional teams to align technical direction with infrastructure goals, including accurate modeling of market conditions and execution behaviors.
  • Build and optimize data and compute infrastructure for low-latency, high-throughput processing of large-scale market data for both simulation and live trading.
  • Advance caching, time-series data management, and distributed computation to ensure modular, scalable simulation and backtesting frameworks.
  • Lead development, integration, and deployment of systems and tools using C++ and Python in Linux environments.
  • Mentor engineers and researchers, offering technical guidance and keeping up with new technologies and industry standards.

Location

This position is based in New York, New York, United States.

About Trexquant

At Trexquant, we are committed to blending technology with finance to foster innovative trading solutions. Our team of experts leverages advanced systems and analytics to stay ahead in a competitive landscape, driving exceptional performance for our clients.

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