Trexquant trades a medium-frequency statistical arbitrage portfolio, which consists of thousands of Alphas (trading signals) and hundreds of Strategies (methods of combining Alphas)$1. .$1
Quantitative Investing and Statistical Arbitrage
March 13
🔄 Hybrid – Manhattan
Trexquant trades a medium-frequency statistical arbitrage portfolio, which consists of thousands of Alphas (trading signals) and hundreds of Strategies (methods of combining Alphas)$1. .$1
Quantitative Investing and Statistical Arbitrage
• Design and develop trading systems, simulators and internal research tools • Design, implement and engineer mission critical infrastructure computing systems • Work alongside quants, researchers, and portfolio managers to build tools modeling, trading and execution • Improve and scale the performance of our trading platforms and expand our low-latency trading systems to new asset classes by using open source technologies
• 5+ years of experience developing in Python/C++/Linux in an enterprise environment • Degree in Computer Science, Engineering or other related fields • Prior development experience in a fault-tolerant or data intensive application is a plus • Background in financial industry is a plus but not necessary
• Competitive salary plus bonus bonus based on individual and company performance • Collaborative, Casual, and friendly work environment • PPO Health, dental and vision insurance premiums fully covered for you and your dependents • Pre-tax commuter benefits • Weekly company meals
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