Trexquant Investment jobs

Trexquant, a leading quantitative hedge fund, is seeking an Office Manager to oversee daily operations and support our fast-paced, collaborative environment. This role ensures smooth office functioning, provides administrative support, and helps maintain our high-performance culture. Responsibilities * Manage office operations, vendors, and budgets * Support executives with scheduling, travel, and meetings * Coordinate team events, setup and breakdown * Maintain a professional and efficient work environment * Ensure compliance with workplace and confidentiality standards * Ensuring rooms and common areas are clean and presentable. Performing routine and preventive maintenance on equipment * Conducting inventory of supplies and ensuring office spaces are stocked with necessary items

Trexquant developed the Global Alpha Researcher Program (GAR) in 2015 with a mission to provide a platform for highly academically-talented and high achieving individuals who may not have traditional finance backgrounds but are interested in applying their skills in quantitative finance. Since inception, the GAR program has contracted more than 200 individuals and many of GARs have converted to full-time employment at Trexquant. We are seeking a Head of Global Alpha Researchers to lead and expand the GAR program. In this role you will be responsible for leading our GAR alpha research initiatives, fostering a collaborative environment for participants across multiple regions and defining the roadmap to further grow the program. The ideal candidate will have a strong background in quantitative research, excellent leadership skills, and a passion for mentoring emerging talent. Responsibilities * Lead and mentor Global Alpha Researchers in developing Alpha Strategies * Develop and execute the strategic vision for the GAR program, ensuring alignment with the company's goals and objectives. * Oversee the implementation of research projects and ensure the program's curriculum are cutting-edge to the evolving landscape of quantitative finance * Attract, recruit and retain high-caliber researchers * Provide mentorship and professional development to support the GARs growth and integration to the finance industry * Supervise and review research outputs, ensuring high standards of quality and innovation. * Facilitate collaboration among GARs and proliferate GARs integration into Trexquant through the efficacy of their research and potential full-time employment. * Present strategic vision of the GAR program, assessment of individual GARs, and GAR program milestones, to Trexquant management.

Trexquant is a growing systematic fund manager with a core team of highly accomplished technologists. We apply a wide variety of statistical and machine learning techniques to build investment portfolios and trade our client assets in global equity and futures markets. With locations in the US, China and India, our global team in excess of 50 employees is comprised primarily of research professionals with advanced science, math and technology degrees. Our team explores the universe of quantitative methods for opportunities to enhance and adapt our platform to make money in an exciting and dynamic environment. We are seeking an innovative and hardworking campus recruiter who will energize our recruiting efforts to staff up the company with additional top technical, research and corporate talent to meet its aggressive growth targets for 2025 and beyond. Responsibilities * Work with senior recruiters to manage culture and develop a strategy to attract, retain and source top talent in a highly competitive environment. * Coordination of the recruiting resources and technology. * Participate in the recruiting process of candidates and then help develop processes and tools for our team of recruiters. * Liaison with university career centers and technology platforms to identify and attract academic candidates. * Promote and raise awareness of Trexquant at schools, online and elsewhere to attract talent by marketing and other automated efforts.

Trexquant is seeking a Fixed Income Trader to join our team. The ideal candidate will have experience executing both high-touch and electronic trades in corporate credit and rates instruments. In addition to trade execution, this role also involves cultivating relationships with liquidity providers and trading venues, contributing to the firm's execution excellence, and working closely with quantitative researchers and technologists to enhance execution workflows and advance Trexquant's systematic fixed income strategies. Responsibilities * Execute trading in corporate credit instruments (IG, HY, EM), including cash bonds, credit indices, and ETFs, as well as rates instruments, including treasuries, bond futures, and other interest rate derivatives * Conduct both high-touch and electronic executions across OTC and exchange venues, covering both secondary and new issue transactions * Cultivate and strengthen relationships with street sales, trading, and syndicate teams to broaden liquidity access * Monitor market microstructure, liquidity dynamics, and credit developments to optimize execution, manage transaction costs, and improve portfolio outcomes * Track execution metrics and conduct transaction cost analysis to identify and implement execution enhancements * Collaborate with quantitative researchers and technologists to develop and refine execution workflows and algorithmic trading strategies * Coordinate with operations on settlements and corporate actions * Monitor risk exposures and ensure adherence to the firm's trading, operation, and compliance standards * Provide real-time market insights and feedback to researchers and contribute to alpha and strategy development

We are seeking a Head of a LLM Application Team to lead the design and development of cutting-edge AI and large language model (LLM)-driven tools within a systematic hedge fund environment. The ideal candidate will have a strong track record of deploying LLM technologies in real-world applications and be excited to explore transformative use cases across quantitative research and trading. Responsibilities * Design and build next-generation tools that support quantitative researchers and help generate actionable trade signals. * Collaborate with existing machine learning teams to explore novel applications of LLM technologies across various aspects of systematic trading. * Serve as a thought leader on LLM advancements, guiding the team and organization in leveraging state-of-the-art techniques to inspire transformative applications in systematic finance. * Serve as a subject matter expert on LLM advancements, providing strategic guidance on integrating state-of-the-art techniques to enhance systematic investment strategies. * Partner with portfolio managers and quant researchers to develop models that address specific market inefficiencies and trading opportunities. * Lead and build a high-performing team of machine learning engineers and researchers, fostering innovation and excellence.

As a Data Vendor Specialist, you will collaborate closely with researchers and data vendors to identify potential data sets that align with our business needs and evaluate their offerings to determine their suitability. Responsibilities * Identify potential data vendors and evaluate their offerings to determine fit with our business needs. * Negotiate favorable pricing and terms with vendors, using data-driven insights to support your arguments. * Partner with Legal and Compliance to develop and manage vendor contracts, ensuring that all terms and conditions are clearly defined and aligned with our business objectives. * Work collaboratively with internal researchers to understand data needs and identify opportunities for new vendor relationships. * Monitor vendor performance and compliance with contract terms, taking action as necessary to address any issues. * Conduct regular market research to stay up-to-date with industry trends and changes in pricing and product offerings. * Build and maintain relationships with key vendor contacts to foster ongoing collaboration and partnership.

Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. We are in the process of optimizing and reimagining our quant platform to keep pace with our expanding trading operations. To support our rapid growth, we are seeking a talented C++ Trading & Simulator Engineer to join our growing technology team and help build the next generation of trading systems and analytics platforms. As a C++ Trading & Simulator Engineer, you will work closely with quantitative researchers and traders to design, develop, and optimize high-performance systems for algorithmic trading. Your responsibilities will include building and maintaining the core infrastructure for trading simulations, data pipelines, and low-latency execution platforms. The ideal candidate will have a strong background in C++ development, and experience in creating scalable, low-latency, high-throughput systems.

We are looking for an experienced Portfolio Risk Specialist to lead and grow the Risk Management Team at Trexquant. In this role, you will be responsible for enhancing our risk management platform, developing key metrics for risk analysis, and proposing and implementing risk mitigation tactics and processes as the notional footprint and number of asset classes in our quantitative portfolio continue to grow. Responsibilities * Oversee and analyze risk factor exposures and trends across company portfolios in global markets * Develop and manage automated risk models across all traded asset classes, including equities, credit, options, and futures, as well as at the portfolio level * Design stress-test experiments and present results to senior research team members to broaden our risk considerations across various markets * Partner with the Strategy, Execution, and Capital Allocation teams to develop and implement enhanced risk policies and ensure optimal risk management * Collaborate with providers on macro market risk considerations, efficient margin policies, and counterparty exposure * Present risk metrics and escalations to senior management and the investment committee to support timely decisions on shifting risk dynamics

We are looking for a senior FX professional to develop and lead a quantitative FX Strategy at Trexquant. In this role, you will be responsible for developing strategies and building out a team for researching, implementing, and trading profitable FX based strategies within our core product. Your work will integrate FX as an asset class in our proven quantitative processes and significantly expand our tradable universe, profitability, and competitive edge. Responsibilities * Identify data useful for building and backtesting proposed FX trading strategies then build pipelines to feed these datasets into our research and trading platforms. * Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading FX based strategies. * Develop FX based trading strategies and partner with the executions team to optimize execution of strategies, harmonizing with existing investments and asset classes. * Partner with the risk team to establish monitoring and controls for FX specific risk exposures as well as risk allocation among our incumbent strategies. * Build out and lead the FX Strategy Team to continually add, enhance and monitor FX alphas for the ongoing profitability and scale of the team's strategies. * Regularly present to senior management to collaborate and align quantitative FX research with overall trading and investment strategies.

Trexquant actively trades multiple asset classes, including global equities, futures, corporate bonds, options, and foreign exchange. Data is at the core of everything we do and we are looking for individuals who are passionate about working with data and are curious about how it is transformed into robust and profitable predictive models. As a data scientist, you will specialize in one of these asset classes, becoming the go-to expert for all data-related matters within that domain. This is a unique opportunity to lead the data efforts for a specific asset class and make a direct impact on the firm's trading strategies. Responsibilities * Collaborate closely with strategy and machine learning teams to identify predictive signals and help develop models using relevant data variables. * Evaluate and explore new datasets recommended by researchers and partners. * Develop deep familiarity with datasets in your asset class by engaging with data vendors and attending data conferences. * Stay up to date with advancements in data science and machine learning techniques relevant to quantitative investing. Requirements * Bachelor's, Master's, or Ph.D. in Mathematics, Statistics, Computer Science, or a related STEM field. * Experience in data science, with a focus on quantitative analysis and model development. * Strong quantitative and analytical skills, with a deep understanding of statistical modeling and data-driven problem solving. * Proficient in Python, with experience using relevant libraries for data analysis, machine learning, and numerical computing. Benefits * Competitive salary plus 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. Trexquant is an Equal Opportunity Employer

Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity, futures and other markets globally. Starting with many data sets, we develop large sets of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. Our Senior Fundamental Alpha Research team is a small collaborative team working to create new alphas. You will focus on identifying and developing systematic, market-neutral trading signals based on your understanding of fundamental data, accounting, and financial analysis. You will collaborate with the Data and Strategy team to build a diverse set of predictive models. Key Responsibilities * Leveraging fundamental data to formulate predictive, market-neutral signals * Designing, implementing, and optimizing various machine learning models to parse data sets for fundamental alpha development * Collaborating with experienced and resourceful quantitative researchers to carry out experiments and test hypothesis using simulations * Optimizing models using domain-specific data to enhance relevance and interpretability in a financial context * Working with large-scale structured and unstructured data sets to develop robust feature pipelines for downstream use in alpha research

Trexquant is a growing systematic fund manager with a core team of highly accomplished technologists. We apply a wide variety of statistical and machine learning techniques to build investment portfolios and trade our client assets in global equity and futures markets. We are hiring a Contract Manager based in Stamford, CT to manage data and technology procurement contracts. This position will sit in the Company's Legal and Compliance team. We are seeking a Legal Operations Manager to join our growing legal and compliance functions. This role is ideal for someone who enjoys building scalable, tech-enabled legal processes and managing the operational backbone of a high-performing legal team. You will implement and maintain contract management systems, automate workflows, ensure compliance and recordkeeping, support regulatory filings, and manage the intake and tracking of legal requests. You will also handle less complex contract negotiations using established form agreements and playbooks. Responsibilities: * Contract Management & Automation * Administer and optimize Trexquant's contract lifecycle by using contract management tools (e.g., Ironclad, Conga). * Manage legal document execution and storage processes. * Track contract renewals and compliance obligations. * Technology Enabled Process and Workflow Design * Build and maintain Jira or other solution based workflows for legal request intake, approvals, and reporting. * Proactively identify opportunities to automate and streamline legal and compliance processes. * Develop workflow descriptions and provide training to improve operational efficiency across the firm. * Contract Negotiation Support * Review, negotiate, and redline agreements such as NDAs, vendor contracts, and amendments by using form templates and playbooks. * Coordinate with internal business teams and external counterparties to finalize contracts. * Compliance & Recordkeeping * Maintain organized filing systems for regulatory and corporate compliance materials. * Support reporting, audit, and policy implementation efforts.

Job Description Trexquant is a growing systematic fund manager with a core team of highly accomplished technologists. We are looking for an experienced Database Administrator (DBA) who is passionate about data and excited by the challenge of keeping mission-critical systems running at peak performance. In this role, you will take ownership of our databases, ensuring they are secure, reliable and optimized for speed and scalability. This role pertains to a SQL environment, supporting high-performance transactional (OLTP) systems. Responsibilities Install, configure, and maintain database management systems (DBMS) such as MariaDB/MySQL and Postgres. Monitor database performance, identify issues, and implement optimizations for efficiency and scalability. Perform regular backups, recovery testing, and disaster recovery planning Manage and secure database access and configurations. Optimize queries, indexes, and transaction performance. Lead schema design and migrations (e.g., Alembic). Implement infrastructure-as-code for reliable deployments. Collaborate with developers to design, test, and deploy database solutions that support business needs. Stay updated on industry trends, best practices, and emerging database technologies. Requirements A Bachelor's degree in Computer Science or another related STEM field; advanced degree preferred. 5+ years DBA experience across industries, experience in finance or trading environment is a plus. Strong expertise in SQL programming and MariaDB/MySQL, PostgresSQL, or MicrosoftSQL as RDMS or data management systems. Experience working with Database monitoring tools (ex. Datadog, Prometheus, Grafana, etc). Experience supporting relational (RDBMS) and non-relational data systems. Proficiency in database internals, indexing, and optimizers. Experience with monitoring, schema migration, and infra-as-code. Strong problem-solving skills and drive to tackle complex data challenges. Knowledge of OLTP systems, including their data models, transactional workloads, and performance considerations. Benefits Competitive salary, plus bonus based on individual and company performance. Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets. PPO Health, dental, and vision insurance premiums fully covered for you and your dependents. Pre-Tax Commuter Benefits - making your commute smoother. Trexquant is an Equal Opportunity Employer

Trexquant is seeking an experienced quantitative researcher to lead our Systematic ETF Strategy Team. In this role, you will manage a team of researchers focused on designing, implementing, and trading systematic ETF-based strategies within Trexquant's core quantitative framework. Your leadership will play a critical role in scaling ETF strategies into a meaningful asset class for the firm. Responsibilities * Lead and mentor a team of researchers to expand ETF capabilities by identifying new data sources, signals, and strategies. * Oversee the design, backtesting, and implementation of systematic ETF trading strategies. * Collaborate with the development team to enhance the performance, robustness, and scalability of ETF simulation and trading infrastructure. * Partner with execution and financing teams to optimize trade execution and capital efficiency. * Work with the risk team to establish monitoring frameworks, controls, and capital allocation processes specific to ETF exposures. * Present ETF research initiatives and progress to senior management, ensuring alignment with firm-wide trading and investment strategies.

Job Description We are looking for an experienced systematic futures quantitative researcher to lead our Futures Team. In this role, you will be responsible for leading a team of researchers in researching, implementing, and trading profitable futures based systematic strategies within Trexquant's core product. Your work will expand our existing systematic futures program as a meaningful asset class in our proven quantitative processes. Responsibilities Expand our current futures effort by further identifying data and signals useful for building and backtesting various futures strategies. Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading proposed futures based strategies. Design and Implement futures based strategies and partner with the execution and financing teams to optimize execution of strategies, harmonizing with existing investments and asset classes. Align with the risk team to establish monitoring and controls for futures specific risk exposures as well as capital allocation among our incumbent strategies. Regularly present to senior management to collaborate and align quantitative credit research with overall trading and investment strategies. Requirements 5+ years of experience in researching and trading quantitative futures based strategies. Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields. Proven leadership experience in managing a team of quantitative researchers. Strong quantitative skills. Proficiency in Python. Benefits Competitive salary plus 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. Trexquant is an Equal Opportunity Employer.

We are a growing quantitative hedge fund and technology-driven company, blending cutting-edge finance with innovative technology. Our collaborative and forward-thinking environment drives us to continuously seek top-tier talent who are passionate about shaping the future of finance and technology. We are looking for an experienced and driven full-lifecycle recruiter to join our team. This role will be responsible for managing the full recruitment lifecycle and ensuring that we attract and hire top talent across both our Research and Engineering teams. You will work closely with hiring managers and the leadership team to develop and shape our talent strategy. Responsibilities * Develop and execute targeted recruitment strategies to attract top talent for a wide range of roles in quantitative finance, data science, machine learning, software engineering, and other critical functions. * Manage the end-to-end recruitment process, including sourcing, screening, interviewing, and extending offers. Ensure a seamless and positive experience for all candidates from initial contact to offer acceptance. * Partner with hiring managers and department heads to understand their hiring needs and ensure alignment on job specifications, candidate profiles, and team culture fit. Provide advice and guidance on market trends, compensation, and talent availability. * Utilize a variety of sourcing channels, including job boards, social media, networking, and direct outreach, to build a pipeline of highly qualified candidates. * Ensure a positive candidate experience throughout the hiring process. Provide timely feedback, communicate transparently, and maintain a professional and respectful approach at all stages of the process.

Trexquant is a growing systematic fund at the forefront of quantitative finance, with a team of world-class researchers and engineers. As we continue to expand our trading operations, we are investing heavily in building the next generation of our quantitative research & trading platform. We are seeking an Early Career Software Engineer with strong programming skills to join our engineering team. In this role, you will work closely with experienced engineers and quantitative researchers to develop the infrastructure that powers systematic trading, including data pipelines, back testing tools, and execution systems. You will have the opportunity to contribute to greenfield development projects, where you'll help build new systems from the ground up, driving innovation and scalability in our technology stack. Responsibilities * Full lifecycle development of low-latency, high-throughput research and trading systems using C++, C, Java, or Rust * Build and optimize data processing pipelines to ensure reliable access to large, high-quality datasets. * Assist in developing tools for back testing, model training, and strategy evaluation. * Collaborate with researchers and traders to deliver technical solutions that improve research productivity and trading performance. * Participate in code reviews, testing, and documentation to maintain high-quality standards. * Stay abreast of emerging technologies, tools, and best practices, bringing innovative ideas to continuously improve our systems.

Job Description We are seeking a highly skilled C++ engineer with extensive experience in high-frequency trading systems to join our trading team. In this role, you will design and develop ultra-low-latency trading infrastructure. You'll work closely with quantitative researchers and fellow technologists to build cutting-edge HFT systems that have a direct impact on our trading performance. Responsibilities Lead the design and development of low-latency, high-frequency trading (HFT) systems. Evaluate the existing execution platform and develop plans for a comprehensive revamp. Optimize system performance across hardware and software layers, including CPU architecture, memory/cache utilization, and network interfaces (NICs). Ensure a clean, well-tested, and thoroughly documented codebase. Requirements Expert-level proficiency in C++ and Linux, with a deep understanding of low-level memory management, concurrency, and performance optimization. Proven experience developing ultra-low-latency, high-throughput systems, preferably in trading or other real-time environments. Strong knowledge of profiling tools and techniques for latency measurement and benchmarking. Hands-on experience with network protocols (TCP/UDP, multicast, Ethernet) and low-latency messaging systems. Exceptional analytical and problem-solving skills. Benefits Competitive base salary with guaranteed and performance-based bonuses tied to individual and company results. Collaborative, friendly, and results-oriented work environment. Full coverage of PPO health, dental, and vision insurance premiums for you and your dependents. Pre-tax commuter benefits. Additional company perks. Trexquant is an Equal Opportunity Employer

Trexquant is seeking a highly motivated Quant Competition Manager to design, launch, and manage innovative quantitative competitions across top universities worldwide. This role plays a critical part in identifying exceptional talent for Trexquant while simultaneously generating creative research ideas and potential alpha signals from competition outputs. The ideal candidate is passionate about combining quantitative finance, technology, and gamified learning to inspire and attract the next generation of quantitative researchers. This individual will collaborate with Trexquant's quantitative researchers and software developers to design engaging competitions that are intellectually stimulating, technically challenging, and globally impactful. Responsibilities * Design, organize, and oversee a series of global quantitative competitions targeting university students and aspiring researchers. * Collaborate with Trexquant quants and developers to create innovative competition formats that test creativity, quantitative thinking, and problem-solving abilities. * Develop diverse competition types, including alpha discovery challenges, data-driven forecasting tasks, algorithmic trading simulations, and programming or LLM-based creative problem-solving events. * Partner with academic institutions and student organizations to promote Trexquant competitions and build a strong university presence globally. * Manage the competition lifecycle - from concept design, technical implementation, and participant engagement to evaluation and post-event analysis. * Incorporate feedback and results into Trexquant's research ecosystem to identify promising candidates and extract new alpha ideas. * Continuously refine and expand the competition framework to ensure it remains engaging, educational, and effective in identifying top-tier quantitative talent. * Oversee communication, branding, and content related to competition promotion, ensuring clarity and global consistency. * Track metrics of participation, performance, and talent conversion, reporting outcomes to the leadership and recruiting teams.