Trading & Simulation Engineer
Trexquant
Trading & Simulation Engineer
Trexquant
Quantitative trading via ML models
Trexquant Investment · Stamford, United States (Hybrid) · Full-time · Posted 2026-04-28
Workplace: hybrid
Department: Technology
Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. We are in the process of optimizing and reimagining our quant platform to keep pace with our expanding business. To support our rapid growth, we are seeking a talented Trading & Simulator Engineer to join our technology team and help build the next generation of our firm-wide backtesting platform. This is a high priority initiative.
As a Trading & Simulator Engineer, you will work closely with quantitative researchers and Senior Management to design, develop, and optimize cutting-edge high-performance systems for algorithmic trading. Your responsibilities will include building and maintaining the core infrastructure for trading simulations, data pipelines, and low-latency execution platforms. The ideal candidate will have a strong background in Complex systems-level design & programming in Python and/or C++, and experience in creating scalable, low-latency, high-throughput systems.
Responsibilities
Design, build, and maintain greenfield infrastructure for quantitative research, backtesting, and strategy deployment, leveraging the latest and most advanced technologies, tools, and frameworks to develop scalable, high-performance systems.
Collaborate closely with quantitative researchers and senior management to develop innovative technical solutions that enhance research productivity, backtesting accuracy, and trading performance, while continuously optimizing infrastructure for large-scale data processing and complex model computations.
Develop and automate data pipelines, research tools, and model deployment workflows using best-in-class, cutting-edge technologies, ensuring efficient data access, seamless integration with trading systems, and reliable support for researchers and traders.
Applications are open for both Stamford, CT and New York City offices.
The base salary range is $175,000 to $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.
Trexquant is an Equal Opportunity Employer
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Trexquant is a quantitative finance firm that builds multi-asset portfolios using machine learning. It develops investment and research tools that ingest a wide range of data variables to create complex trading models and strategies, which in turn generate trading signals. These signals guide decisions across global markets. The product works by applying advanced machine learning to large datasets to create predictive models and rule-based strategies, which drive portfolio construction and trading actions through the firm’s platform. Trexquant differentiates itself by emphasizing the breadth of data it uses and the depth of machine-learning driven models to craft multi-asset portfolios, aiming to produce signals that outperform global market conditions. The company’s goal is to generate investment performance that beats benchmarks by using data-driven signals and diversified, multi-asset strategies.
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