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Lead Trading Systems Engineer

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

Experience Level

Senior

Qualifications

QualificationsBachelor’s, Master’s, or Ph. D. in Computer Science, Engineering, Mathematics, or a related STEM field. Over 6 years of experience in building high-performance trading, simulation, or research infrastructure within Linux environments. Expertise in programming languages such as C++ (C++17/20), Java, or Python, with a robust understanding of algorithms, concurrency, data structures, and system architecture, with a preference for C++. Demonstrated experience in architecting scalable, low-latency, high-throughput systems within Linux-based production environments. Familiarity with market microstructure, execution systems, and methodologies related to simulation or backtesting. Proven experience in designing or supporting OMS, execution, or similar trading infrastructure. Outstanding communication skills and the ability to work effectively across engineering and research teams. Experience in the financial industry is advantageous but not mandatory.

About the role

Trexquant is on the lookout for a seasoned technologist to spearhead the design and advancement of our essential trading, research, and simulation infrastructure. This pivotal role encompasses the architecture and development of scalable, low-latency systems within Linux environments, fostering close collaboration with quantitative researchers and engineers, and pioneering the next generation of simulation and execution platforms.

Key Responsibilities

  • Lead the design, development, and enhancement of core infrastructure systems that underpin trading, research, and operations, integrating seamlessly with the firm’s Order Management System (OMS).
  • Architect and construct a high-performance, multi-asset simulation and backtesting platform that supports comprehensive strategy research, backtesting, and deployment across equities, futures, fixed income, and derivatives.
  • Assess existing systems to identify performance bottlenecks and implement enhancements that improve scalability, performance, and security.
  • Collaborate with quantitative researchers and cross-functional teams to ensure the platform accurately reflects market dynamics, transaction costs, and execution behavior, aligning technical endeavors with a long-term infrastructure strategy.
  • Design and optimize scalable data and compute infrastructure for low-latency, high-throughput processing of extensive market data across simulation and production trading environments.
  • Enhance caching, time-series management, and distributed computation while maintaining a modular and scalable simulation and backtesting framework.
  • Oversee the development, integration, and deployment of systems and tools using C++, Python, and within Linux environments.
  • Provide mentorship and technical guidance to engineers and researchers, while remaining abreast of emerging technologies and industry best practices.

About Trexquant

Trexquant is a forward-thinking trading firm that specializes in quantitative research and systematic trading. We are dedicated to creating cutting-edge technology solutions that enhance trading performance and market understanding, fostering an innovative and collaborative work environment.

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