Trexquant Investment LP is seeking a highly skilled Quantitative Developer with strong C++ expertise and hands-on experience in high-frequency trading environments. In this role, you will design, implement, and optimize high-performance short-term trading signals and support independent trading activities. You will collaborate with researchers and technologists while also operating autonomously to build systems that have a direct and measurable impact on trading performance. Responsibilities + Design, construct, and optimize high-performance short-term trading signals. + Support and enhance independent trading workflows, ensuring robust, scalable, and low-latency performance. + Develop clean, maintainable, and well-tested C++ code for real-time trading systems. + Profile and optimize system performance across software and Linux environments. + Collaborate with researchers and technologists to translate ideas into production-grade implementations while operating effectively with minimal supervision. Requirements + Expert-level proficiency in C++ and Linux, with experience developing high-performance, latency-sensitive systems. + Minimum 2 years of quantitative development experience in high-frequency trading or similarly demanding real-time environments. + BA, MA, or PhD in Computer Science or a related STEM field. + Strong analytical and problem-solving skills. + Proven ability to work both collaboratively and independently with little supervision. Benefits + Competitive base salary with guaranteed and performance-based bonuses tied to individual and company results. + Collaborative, friendly, and results-oriented work environment. + Full coverage of PPO health, dental, and vision insurance premiums for you and your dependents. Pre-tax commuter benefits. + Weekly company meals. + Additional company perks. Trexquant is an Equal Opportunity Employer.