Lead Trading Systems Engineer (USA) job opportunity at Trexquant Investment.

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Date2026-04-28T19:51:03.395Z bot
Trexquant Investment Lead Trading Systems Engineer (USA)
Experience: 6-years
Pattern: Full-time
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loacation New York, United States Of America
loacation New York....United States Of America
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Trexquant is looking for a senior technologist to lead the design and evolution of our core trading, research, and simulation infrastructure. This role involves architecting and building scalable, low-latency systems in Linux environments, collaborating closely with quantitative researchers & engineers, and driving next-generation simulation and execution platforms. Responsibilities Design, build, and enhance core infrastructure systems that support trading, research, and operations, including integration with the firm’s Order Management System (OMS). Architect and develop a high-performance multi-asset simulation and backtesting platform capable of supporting strategy research, backtesting, and deployment across equities, futures, fixed income, and derivatives.  Evaluate existing systems to identify bottlenecks and implement improvements that enhance scalability, performance, and security.  Collaborate with quantitative researchers and cross-functional teams to ensure the platform accurately models market dynamics, transaction costs, and execution behavior while aligning technical initiatives with a long-term infrastructure roadmap. Design and optimize scalable data and compute infrastructure for low-latency, high-throughput processing of large-scale market data across simulation and production trading. Improve caching, time-series management, and distributed computation while keeping the simulation & backtesting framework modular and scalable. Oversee the development, integration, and deployment of systems and tools in C++, Python, and Linux environments. Provide mentorship and technical guidance to engineers and researchers while staying current with emerging technologies and industry best practices. Bachelor’s, Master’s, or Ph.D. in Computer Science, Engineering, Mathematics, or a related STEM field. 6+ years of experience building high-performance trading, simulation, or research infrastructure within Linux environments. Expert-level proficiency in one of these programming languages: C++ (C++17/20), Java, or Python, with strong knowledge of algorithms, concurrency, data structures, and systems architecture. Preference for C++. Experience architecting scalable, low-latency, high-throughput systems in Linux-based production environments. Knowledge of market microstructure, execution systems, and simulation or backtesting methodologies. Experience designing or supporting OMS, execution, or comparable trading infrastructure. Excellent communication skills and ability to collaborate effectively across engineering and research teams. Financial industry experience is a plus, but not required.

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