Trexquant Investment, a growing systematic fund at the forefront of quantitative finance, is seeking an Early Career Software Engineer to join their engineering team. The role focuses on developing infrastructure for systematic trading, including data pipelines, back testing tools, and execution systems. You'll work with experienced engineers and quantitative researchers on greenfield development projects, contributing to building new systems from the ground up.
The position offers an opportunity to work on low-latency, high-throughput research and trading systems using modern programming languages like C++, Java, and Rust. You'll be responsible for building and optimizing data processing pipelines, developing tools for back testing and model training, and collaborating with researchers and traders to improve research productivity and trading performance.
The ideal candidate should have a BS/MS in Computer Science or related STEM field, strong programming skills, and knowledge of data structures and algorithms. The role requires proficiency in languages like C++, Python, Java, or Rust, and familiarity with Linux environments. The company offers comprehensive benefits including competitive compensation, full healthcare coverage, and a collaborative work environment.
This is an excellent opportunity for early-career software engineers interested in quantitative finance to work with cutting-edge technology and contribute to innovative trading systems. The role combines technical challenges with practical applications in financial markets, offering significant learning and growth potential.