Quant jobs / Trexquant

Trading & Simulation Engineer (USA)

The engineer helps rebuild Trexquant’s firm-wide backtesting platform. The work connects high-performance simulations, research-data pipelines and strategy deployment.

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.

Implement core components for large trading simulations
Automate data preparation and model deployment
Improve simulation performance and research reproducibility
Review requirements with quantitative researchers and senior colleagues

What they ask for

Required

Production Python or C++
Algorithms and concurrency
Numerical-processing knowledge
Distributed systems
Low-latency and throughput optimisation

Preferred

Alpha-research infrastructure
Research-data pipelines

Education: Computing or a related degree; level is unspecified.
Experience: 2+ years writing production software in Python or C++.
Languages and tools: Python
C++

How to prepare

Build a deterministic event-driven backtest engine
Benchmark parallel processing and numerical bottlenecks
Design a versioned data pipeline feeding research and trading

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.