Trexquant Investment LP · 1 day ago
C++ Market Data Engineer (USA)
New York, NY
Full-time
Onsite
Mid Level
$175K/yr - $200K/yr
3+ years expTrexquant Investment LP is a growing systematic fund at the forefront of quantitative finance, seeking a C++ Market Data Engineer to design and build ultra-low-latency feed handlers. This high-impact role involves optimizing performance and ensuring data integrity in their trading platform.
MarketingReal EstateReal Estate Investment
Responsibilities
Design & implement high-performance feed handlers in modern C++ for equities, futures, and options across global venues (e.g., NYSE, CME, Refinitiv RTS, Bloomberg B-PIPE)
Optimize for micro- and nanosecond latency using lock-free data structures, cache-friendly memory layouts, and kernel-bypass networking where appropriate
Build reusable libraries for message decoding, normalization, and publication to internal buses shared by research, simulation, and live trading systems
Collaborate with cross-functional teams to tune TCP/UDP multicast stacks, kernel parameters, and NIC settings for deterministic performance
Provide robust failover, gap-recovery, and replay mechanisms to guarantee data integrity under packet loss or venue outages
Instrument code paths with precision timestamping and performance metrics; drive continuous latency regression testing and capacity planning
Partner closely with quantitative researchers to understand downstream data requirements and to fine-tune delivery formats for both simulation and live trading
Produce clear architecture documents, operational run-books, and post-mortems; participate in a 24×7 follow-the-sun support rotation for mission-critical market-data services
Qualification
Required
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 feeds (e.g., Refinitiv RTS/TREP, Bloomberg B-PIPE, OPRA, CME MDP, ITCH)
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 automation
Excellent problem-solving skills, ownership mindset, and ability to thrive in a fast-paced trading environment
Familiarity with containerization (Docker/K8s) and public-cloud networking (AWS, GCP)
Benefits
Competitive salary, plus bonus based on individual and company performance
Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
PPO Health, dental and vision insurance premiums fully covered for you and your dependents
Pre-Tax Commuter Benefits
Company
Trexquant Investment LP
Trexquant Investment LP is an Investment Management company.
51-200 employees
H1B Sponsorship
Trexquant Investment LP has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (17)
2024 (6)
2023 (5)
2022 (4)
2021 (8)
2020 (6)
Funding
Current Stage
Growth StageLeadership Team
T
Tyger Park
Chief Executive Officer
Recent News
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