Trexquant
Quantitative trading firm using ML for market-neutral portfolios
Trexquant develops market-neutral equity portfolios using machine learning, data science, and statistical algorithms to trade equities, futures, and other global markets. They generate thousands of trading signals from vast datasets, refine them through proprietary backtesting, and integrate into systematic strategies. This approach aims to outperform markets consistently across conditions.
Technology Counsel
Early-career technology transactions attorney drafting and negotiating data licensing and technology procurement agreements for a systematic trading firm. Requires JD, NY bar admission, and 1-3 years of relevant experience.
Associate General Counsel - Investment and Trading
Lead legal and compliance matters for investment and trading operations, advising on regulatory obligations, counterparty agreements, and board governance. Requires JD and 8+ years of relevant legal experience.
IT Systems Engineer - End-User Support
IT Systems Engineer supporting end-user computing, device management, and IT infrastructure for the India office with light after-hours US support. Requires 2-5 years experience with Windows/macOS, networking, scripting, and endpoint lifecycle management.
High-Frequency Trading System Engineer (USA)
Designs and develops ultra-low-latency high-frequency trading infrastructure in C++ and Linux. Optimizes performance across hardware/software layers and collaborates with quants for trading systems impact.
Trading Systems Operations Engineer (USA)
Monitors and optimizes trading systems infrastructure, handles incident response, and troubleshoots issues in collaboration with traders and developers. Requires 1+ years experience, Linux/Unix proficiency, Python/Shell scripting, and strong quantitative skills.
C++ Trading & Simulator Engineer (USA)
Develops high-performance C++ systems for trading simulations, backtesting, data pipelines, and low-latency execution. Collaborates with quants and traders; requires 2+ years C++ experience with strong algorithms and concurrency knowledge.
Financial Controller (USA)
Oversees reconciliation, treasury management, audits, and fund accounting for a systematic hedge fund. Requires 3-5 years in fund operations, bachelor's in accounting/finance, and strong Excel/automation skills like VBA, Python, SQL.
Lead Trading Systems Engineer (USA)
Leads design and evolution of core trading, research, and simulation infrastructure, building scalable low-latency systems in Linux with C++/Python. Requires 6+ years experience in high-performance trading systems and collaboration with quant researchers.
Linux Systems Engineer (USA)
Hands-on Linux Systems Engineer builds and maintains bare-metal servers, manages storage like ZFS, automates with Ansible and Bash, and ensures production reliability. Requires 3+ years Linux experience, physical server management, and on-call rotation with data center travel.
Senior Data Architect (USA)
Designs and leads unified data architecture integrating vendor datasets for quantitative research, simulation, and alpha generation across asset classes. Requires 7+ years experience in data engineering, Python proficiency, and financial data modeling expertise.
Quantitative Researcher - Volatility (USA)
Develops volatility trading strategies, builds pricing tools, calibrates implied volatility surfaces, and analyzes large datasets for alpha signals in volatility markets. Requires 5+ years in quantitative research focused on volatility, Python proficiency, and STEM degree.
Quantitative Researcher - Experienced Hires (USA)
Develops market-neutral trading signals and machine learning models to predict financial asset movements using large datasets. Requires 2+ years in systematic trading, STEM degree, and strong Python skills.
Head of Systematic ETF Strategy Team (USA)
Leads a team developing and implementing systematic ETF trading strategies, including research, backtesting, infrastructure enhancement, and risk controls. Requires 5+ years in quantitative ETF strategies, leadership experience, and proficiency in Python.
Quantitative Researcher - Futures (USA)
Develops quantitative models and trading strategies for futures markets using financial data, machine learning, and statistical analysis. Requires 2+ years experience, STEM degree, and Python proficiency.
Senior Technical Recruiter (USA)
Manages full-lifecycle recruiting for Research and Engineering teams in quantitative finance and technology, sourcing top talent in data science, ML, and software engineering. Requires 3+ years experience in technical hiring and bachelor's degree.
Head of Systematic Macro Strategy Team (USA)
Leads a team to develop, implement, and trade systematic macro strategies across asset classes like FX, integrating into quantitative trading processes. Requires 5+ years in macro strategy research/trading, team leadership, strong quant skills, and Python proficiency.
Global Alpha Trader (GLOBAL)
Develops and executes systematic trading strategies across asset classes using quantitative methods, machine learning, and statistical techniques on the Trexquant Alpha Platform. Requires 1+ year track record in systematic strategies and strong Python skills with NumPy/Pandas.