C++ Market Data Engineer (USA)
Company: Trexquant Investment
Location: Stamford
Posted on: February 13, 2026
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Job Description:
Job Description Job Description Trexquant is a growing
systematic fund at the forefront of quantitative finance, with a
core team of highly accomplished researchers and engineers. To keep
pace with our expanding global trading operations, we are seeking a
C++ Market Data Engineer to design and build ultra-low-latency feed
handlers for premier vendor feeds and major exchange multicast
feeds. This is a high-impact role that sits at the heart of
Trexquant's trading platform; the quality, speed, and reliability
of your code directly influence every strategy we run.
Responsibilities Design & implement high-performance feed handlers
in modern C++ for equities, futures, and options across global
venues (e.g., NYSE, CME, Refinitiv RTS, Bloomberg B-PIPE). Optimize
for micro- and nanosecond latency using lock-free data structures,
cache-friendly memory layouts, and kernel-bypass networking where
appropriate. Build reusable libraries for message decoding,
normalization, and publication to internal buses shared by
research, simulation, and live trading systems. Collaborate with
cross-functional teams to tune TCP/UDP multicast stacks, kernel
parameters, and NIC settings for deterministic performance. Provide
robust failover, gap-recovery, and replay mechanisms to guarantee
data integrity under packet loss or venue outages. Instrument code
paths with precision timestamping and performance metrics; drive
continuous latency regression testing and capacity planning.
Partner closely with quantitative researchers to understand
downstream data requirements and to fine-tune delivery formats for
both simulation and live trading. Produce clear architecture
documents, operational run-books, and post-mortems; participate in
a 24×7 follow-the-sun support rotation for mission-critical
market-data services. Requirements BS/MS/PhD in Computer Science,
Electrical Engineering, or related field. 3 years of professional
C++ (14,17,20) development experience focused on low-latency,
high-throughput systems. Proven track record building or
maintaining real-time market-data feeds (e.g., Refinitiv RTS/TREP,
Bloomberg B-PIPE, OPRA, CME MDP, ITCH). Strong grasp of
concurrency, lock-free algorithms, memory-model semantics, and
compiler optimizations. Familiarity with serialization formats
(FAST, SBE, Protocol Buffers) and time-series databases or
in-memory caches. Comfort with scripting in Python for prototyping,
testing, and ops automation. Excellent problem-solving skills,
ownership mindset, and ability to thrive in a fast-paced trading
environment. Familiarity with containerization (Docker/K8s) and
public-cloud networking (AWS, GCP). Benefits Competitive salary,
plus bonus based on individual and company performance.
Collaborative, casual, and friendly work environment while solving
the hardest problems in the financial markets. PPO Health, dental
and vision insurance premiums fully covered for you and your
dependents. Pre-Tax Commuter Benefits Applications are open for
both Stamford and New York City offices, the latter with a planned
opening in October 2026. The base salary range is $175,000 -
$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
Keywords: Trexquant Investment, Union City , C++ Market Data Engineer (USA), IT / Software / Systems , Stamford, New Jersey
