Trexquant
Quantitative Developer (USA)
$175K–$200K
New York, New York +1 · Full-time · Posted Jun 15, 2026
- Location
- New York, New York
Stamford, Connecticut - Education
- BS/MS/PhD degree in a STEM field.
About the job
Builds and scales quantitative trading analytics and market-data infrastructure, productionizes research models, and supports backtesting, risk management, and live trading.
What you'll do
- Build and maintain analytics, market-data, and backtesting infrastructure across asset classes.
- Integrate quantitative research models into backtesting and live trading systems; develop risk, PnL, and portfolio analytics.
- Create researcher and trader tools, and optimize infrastructure performance, scalability, and reliability.
What they ask for
- Strong, demonstrable C++ engineering skills.
- BS/MS/PhD degree in a STEM field.
- Experience with options market data, including performance-oriented storage and structuring; familiarity with implied volatility surfaces and options pricing.
- Experience building or substantially improving backtesting infrastructure.
Nice to have
- Solid finance and options asset-class expertise; genuine understanding of the options domain is strongly preferred.
Pay
$175,000 - $200,000 (base salary)
Tools
C++
Model-written summary · the original posting is authoritative