Quant jobs / Trexquant

Quantitative Developer (USA)

This developer builds the analytics and simulation platform used by Trexquant’s researchers and traders. The role puts particular weight on C++ and options-market knowledge.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Integrate quantitative models into simulations and trading tools
Structure options and other market datasets for efficient access
Extend portfolio, risk and P&L analytics
Build researcher-facing interfaces and improve simulation performance

What they ask for

Required

Strong C++ engineering
Options-data experience
Backtesting infrastructure
Quantitative software design
Problem-solving and collaboration

Preferred

Options-domain expertise
Implied-volatility modelling

Education: STEM qualification at bachelor, master or doctoral level.
Experience: Prior development of quantitative trading or backtesting infrastructure; no minimum year count is stated.
Languages and tools: C++
Markets: equities, futures, options

How to prepare

Build an options-data store and benchmark research queries
Implement and test volatility-surface analytics
Demonstrate a reproducible backtest with portfolio and risk outputs

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Trexquant’s site before applying: requirements, location and pay can change after we check them.

View the posting on Trexquant’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Trexquant and doesn’t handle applications.