# Quantitative Developer

**Company:** [Trexquant](https://hotfix.jobs/companies/trexquant)
**Location:** New York, NY
**Role:** Other
**Salary:** $175k – $200k/yr
**Skills:** C++, Quantitative Trading Infrastructure, Options Market Data, Implied Volatility Surfaces, Options Pricing, Backtesting Infrastructure, Risk Analytics, Pnl Analytics, Portfolio Analytics, Market Data Processing
**Posted:** 2026-06-15

> Build and scale analytics, backtesting, and risk infrastructure for systematic trading across equities, futures, and options. Requires strong C++ skills and options domain expertise.

## Job Description

## Responsibilities
- Build and maintain the analytics platform supporting volatility strategies, futures, or equities including infrastructure and other datasets used by researchers and traders.
- Productionize quantitative research models and integrate them into backtesting and live trading systems.
- Design and implement scalable storage and processing systems for equities, futures, options, and other market and risk data.
- Develop and enhance backtesting infrastructure to support complex research workflows and large-scale simulations.
- Build and maintain risk, PnL, and portfolio analytics systems used for monitoring and evaluating trading strategies.
- Develop GUIs, visualization tools, and developer-facing applications that improve researcher and trader productivity.
- Optimize system performance, scalability, and reliability across data, analytics, and research infrastructure.
- Collaborate closely with quantitative researchers and portfolio managers to translate research ideas across volatility strategies, futures or equities teams into robust, production-grade solutions.

## Requirements
- BS/MS/PhD degree in a STEM field.
- Strong, demonstrable C++ engineering skills — this is the most important requirement for the role.
- Solid finance and options asset-class expertise; a genuine understanding of the options domain is strongly preferred.
- Experience working with options market data, including how it is best stored and structured for performance.
- Familiarity with implied volatility surfaces and a strong understanding of options pricing.
- Experience building or substantially improving backtesting infrastructure.
- Strong problem-solving skills with an ability to work effectively both independently and as part of a team.

## 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.

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