C++ Market Data Engineer

Trexquant Investment, a growing systematic fund at the forefront of quantitative finance, is seeking a C++ Market Data Engineer to join their team. This role focuses on designing and building ultra-low-latency feed handlers for premier vendor feeds and major exchange multicast feeds. As a critical position within Trexquant's trading platform, the engineer will work with cutting-edge technology to optimize performance at the microsecond level.

The role requires expertise in modern C++ development, with a focus on high-performance computing and low-latency systems. You'll be responsible for implementing feed handlers for various financial markets, optimizing system performance, and ensuring robust data delivery. The position offers opportunities to work with advanced technologies including lock-free algorithms, kernel-bypass networking, and sophisticated market data systems.

The ideal candidate will have at least 3 years of professional experience in C++ development, strong knowledge of financial market data feeds, and expertise in performance optimization. This role combines technical challenges with real-world impact, as your code will directly influence trading strategies across global markets.

Working in a hybrid environment in Stamford, CT, you'll join a collaborative team of accomplished researchers and engineers. The company offers comprehensive benefits including fully covered health insurance for employees and dependents, competitive compensation with performance-based bonuses, and a casual yet dynamic work environment. This is an excellent opportunity for a skilled engineer looking to make a significant impact in quantitative finance while working with cutting-edge technology.