C++ Software Engineer - Market Data Infrastructure (USA)
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Before you apply
Salary$150k – $200k
LocationNew York, New York, United States
Typefull-time
SeniorityMid
Experience3+ yrs
DepartmentTechnology
Company size201–500 people
PostedOct 27, 2026 · 1w ago
Verified live11h ago
At a glanceSummarised by Seekless from the posting.
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 feed infrastructure
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
Skills
C++
Python
FAST
SBE
Protocol Buffers
Benefits
Health insurance
Dental insurance
Vision insurance
Commuter benefits
About the company
Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. To keep pace with our expanding global trading operations, we are seeking a C++ Software Engineer to design and build high throughput / low-latency market data infrastructure. This is a high-impact role that sits at the heart of Trexquant’s trading platform.
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.
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Build reusable libraries for decoding, normalizing, publishing and consuming market data.
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Partner closely with quantitative researchers to understand downstream data requirements.
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Troubleshoot production issues and ensure reliable 24/7 market data infrastructure.
Requirements
•
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 feed infrastructure.
•
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.
Benefits
•
Competitive salary, plus 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
The base salary range is $150,000 - $200,000 depending on the candidate’s educational and professional background. Base salary is one component of Trexquant’s total compensation, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.
Legal
Trexquant is an Equal Opportunity Employer