Trexquant Investment jobs - 74 jobs

A quantitative investment firm in Stamford is seeking a Fixed Income Trader with experience in corporate credit and rates trading. The role involves executing trades, building relationships with liquidity providers, and collaborating with quantitative researchers to enhance trading strategies. Ideal candidates should have at least 3 years of relevant experience and proficiency in platforms like MarketAxess and Bloomberg, alongside strong analytical skills. #J-18808-Ljbffr

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. Qualifications Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields. 2+ years of experience in researching and applying LLM technologies. Proven leadership experience in managing a team of quantitative members. 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 #J-18808-Ljbffr

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. Qualifications Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields. 5+ years of experience in researching and trading quantitative FX based strategies. Experience managing or leading a team of quant researchers. Strong quantitative skills. Proficiency in Python. 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. Trexquant is an Equal Opportunity Employer #J-18808-Ljbffr

A leading quant trading firm is seeking a highly skilled Quantitative Developer with strong C++ expertise. In this role, you will design and optimize high-performance trading signals and support independent trading activities. You will collaborate with researchers to translate ideas into effective implementations, working autonomously. The position demands expert-level proficiency in C++, experience in high-frequency trading, and a relevant STEM degree. Competitive compensation includes base salary and performance-based bonuses, alongside comprehensive health coverage and a friendly work environment. #J-18808-Ljbffr

We are a global leader in quantitative statistical arbitrage, specializing in developing cutting‑edge machine learning models and data‑driven strategies to identify and exploit market inefficiencies. With offices in the U.S., China, and India, our innovative team of researchers, technologists, and finance professionals pushes the boundaries of quantitative finance. As we continue to expand our research and trading capabilities, we are looking for a dynamic and strategic Director of Alpha Capture to lead our efforts in identifying, sourcing, and integrating alpha‑generating insights into our trading systems. In this role, you will be responsible for overseeing build‑out of our sell‑side external alpha capture business, including technological frameworks, as well as the identification, development, and integration of high‑quality alpha generating contributors into the firm's trading systems. Responsibilities Lead the development and execution of the firm's alpha capture strategy, integrating profitable investment signals from external sell‑side sources. Collaborate with quantitative researchers and data scientists to ensure captured signals align with existing techniques for optimized risk‑adjusted returns. Oversee the integration of alpha contributors into the firm's platform for real‑time action on signals. Continuously explore new sources of alpha and work with teams to evaluate, validate, and refine signals for live trading. Monitor alpha signal performance, implementing metrics and adjusting strategies to maintain competitiveness. Foster collaboration across teams, lead innovation by establishing external partnerships, and ensure compliance with risk and regulatory requirements. Qualifications Bachelor's or Master's degree in Finance, Data Science, Computer Science, Engineering, Quantitative Finance, Mathematics, or related field (PhD is a plus). 5+ years of experience in external alpha capture, including established relationships, understanding of business requirements and process for implementation. Proven track record of developing and implementing alpha capture strategies within a quantitative hedge fund, proprietary trading firm, or similar environment. Extensive experience in the systematic capture, testing, and optimization of alpha signals, including exposure to alternative data sources and machine learning techniques. Deep quantitative and financial knowledge, strong relationship skills, and the ability to drive innovation in a high‑performance trading environment. Strong understanding of statistical arbitrage strategies, portfolio construction, and risk management principles. 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 #J-18808-Ljbffr

A financial services firm in Stamford, Connecticut, is seeking an experienced Portfolio Risk Specialist to lead and expand its Risk Management Team. You will enhance risk management platforms, develop risk analysis metrics, and implement risk mitigation strategies for a growing portfolio of asset classes. The ideal candidate has over 5 years of experience in portfolio risk management and strong quantitative skills. A collaborative and friendly work environment awaits you, along with competitive compensation and comprehensive health benefits. #J-18808-Ljbffr

A leading hedge fund firm in Stamford is seeking a Head of LLM Application Team to spearhead the development of innovative AI tools. The ideal candidate will have substantial experience with LLM technologies and will lead a team of researchers and engineers. Key responsibilities include designing advanced trading tools and guiding the application of LLM advancements in systematic investing. Attractive salary and comprehensive benefits offered. #J-18808-Ljbffr

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. Requirements Bachelor's, Master's and or PhD degree in Math, Engineering, Statistical Modeling Computers Science or other related STEM field Proven experience in quantitative finance, algorithmic trading, or a related field Demonstrate the ability to inspire and motivate researchers Strong analytical and problem-solving skills with a track record of developing successful Alpha Strategies Proficiency in Python programming and experience with machine learning techniques and data analysis tools Creative and forward thinking mindset with a commitment to drive research excellence and fostering an environment collaboration and innovation Previous leadership or managerial experience is a plus 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 Trexquant is an Equal Opportunity Employer

Job Description 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. Requirements Strong communication skills are essential, including the ability to clearly explain concepts and effectively articulate requirements A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.) Strong programming skills in Python Knowledge of Linux, Bash, C++, and SQL Database is a plus Experience in financial services or working with financial data providers is a plus Ability to work independently and take projects to completion, quickly learn new systems, think creatively and pay attention to details Benefits 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

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. Qualifications: Bachelor's degree required; JD preferred but not required. 3-10 years of experience in legal operations, contract management or paralegal roles within a technology, financial services or legal department environment. Strong understanding of contract lifecycle management and technology enabled workflow design. Proficiency with: Jira (for workflow management) Conga or Ironclad (for contract lifecycle management) DocuSign and Adobe Sign (for e‑signature processes) Google Workspace (Docs, Sheets, Drive, etc.) Basic HTML or similar skills (for form and template customization). Excellent organizational skills, attention to detail and ability to manage multiple priorities in a fast‑paced setting. A proactive mindset with a passion for improving processes through technology. Ability to come 4 days per week in office with greater flexibility over time. 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. #J-18808-Ljbffr

Job Description 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. Requirements A degree in Computer Science, Engineering, Mathematics, or a related field, 2+ years of experience writing production-quality code in C++ (C++ 17/20) with a deep understanding of data structures, algorithms, concurrency patterns, and numeric processing Experience designing, implementing, and optimizing low-latency and high-throughput systems, particularly for financial applications. Experience with Python programming is a plus. Experience in alpha/strategy research infrastructure or data pipeline development is a big plus Responsibilities Design, build, and maintain the infrastructure for quantitative research, backtesting, and strategy deployment, including data pipelines, computation engines, and integration with trading systems. Continuously optimize the infrastructure to support large-scale data processing and complex model computations. Develop and optimize data loading and transformation pipelines to ensure efficient access to high-quality data for analysis and model development. Create tools and automation scripts to streamline research workflows, including model training, evaluation, and deployment. Collaborate closely with quantitative researchers and traders to understand their needs and deliver technical solutions that enhance research productivity, backtesting accuracy, and trading performance. Provide ongoing support to researchers and traders, ensuring clear documentation for tools, systems, and processes. 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. Applications are now open for our NYC office, opening in September 2026. The base salary range is $175,000 to $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. Trexquant is an Equal Opportunity Employer

A leading quantitative investment firm in Stamford is seeking a senior FX professional to develop and lead a quantitative FX strategy. You will build and lead a team, identify data for FX trading strategies, and collaborate with risk and execution teams. The ideal candidate has over 5 years of experience in quantitative FX trading and strong skills in Python and quantitative analysis. You'll enjoy a competitive salary and a collaborative work environment. #J-18808-Ljbffr

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. 5+ years of experience researching and trading quantitative ETF-based strategies. Bachelor's, Master's, or Ph.D. in Mathematics, Statistics, Computer Science, or a related STEM field. Proven leadership experience managing quantitative research teams. Strong quantitative, analytical, and problem-solving skills. Proficiency in Python; familiarity with large-scale data analysis and backtesting frameworks a plus. Competitive salary with performance-based bonus. Collaborative, casual, and friendly work environment. PPO health, dental, and vision insurance fully covered for you and your dependents. Pre-tax commuter benefits. Weekly company-provided meals. Trexquant is an Equal Opportunity Employer #J-18808-Ljbffr

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. 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. 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. #J-18808-Ljbffr

A financial services firm located in Stamford, Connecticut is seeking an experienced technologist to lead its technology infrastructure. This role involves overseeing multiple technology teams to implement scalable and secure systems meeting computational and cybersecurity demands. Candidates should have a strong background in C++, Python, and Java within Linux environments. The position offers a competitive salary, bonus potential, and comprehensive health benefits. #J-18808-Ljbffr

This role is critical in managing investor contractual relationships, guiding the company's understanding of regulatory frameworks and fostering a culture of integrity and ethical practices. You'll collaborate with other attorneys in a small team, senior leadership and cross-functional teams to proactively manage legal risk and guide the company's investment-related legal efforts. Responsibilities: * Manage maintain and advise on fund offering documents, navigate and manage ongoing side letters and agreements for separately managed accounts * Advise on financial market and global trading regulatory obligations, including filings, cybersecurity requirements, and all manner of nuanced topics in the financial market space * Support the company's compliance with SEC regulatory requirements and industry best practices by working closely with the company's Chief Compliance Officer and staff * Provide guidance to Compliance, Technology, Finance, Investor Relations, and Management teams on financial and business legal risks * Monitor and interpret changes in securities laws, SEC regulations, and corporate governance trends. * Manage legal efforts to establish counterparty agreements including global clearing and ISDA agreements. * Assist with Fund board of director meetings and board governance matters. * Support other attorneys on a variety of business and technology legal responsibilities. * Support internal investigations and respond to regulatory inquiries as needed. * Help develop and maintain internal policies and procedures related to securities law compliance.

Trexquant Investment LP is seeking a highly skilled Quantitative Developer with strong C++ expertise and hands‑on experience in high‑frequency trading environments. In this role, you will design, implement, and optimize high‑performance short‑term trading signals and support independent trading activities. You will collaborate with researchers and technologists while also operating autonomously to build systems that have a direct and measurable impact on trading performance. Responsibilities Design, construct, and optimize high‑performance short‑term trading signals. Support and enhance independent trading workflows, ensuring robust, scalable, and low‑latency performance. Develop clean, maintainable, and well‑tested C++ code for real‑time trading systems. Profile and optimize system performance across software and Linux environments. Collaborate with researchers and technologists to translate ideas into production‑grade implementations while operating effectively with minimal supervision. Expert‑level proficiency in C++ and Linux, with experience developing high‑performance, latency‑sensitive systems. Minimum 2 years of quantitative development experience in high‑frequency trading or similarly demanding real‑time environments. BA, MA, or PhD in Computer Science or a related STEM field. Strong analytical and problem‑solving skills. Proven ability to work both collaboratively and independently with little supervision. 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. Weekly company meals. Additional company perks. Trexquant is an Equal Opportunity Employer. #J-18808-Ljbffr

We are seeking an experienced systematic trading professional to lead our trading team and oversee the firm's end-to-end trading operations. This individual will collaborate closely with the operations, execution, and infrastructure teams to ensure that all trading activities are executed smoothly, accurately, and efficiently. Responsibilities Oversee the firm's global, multi-asset trading operations-including equities, futures, corporate bonds, and other instruments-to ensure accuracy, efficiency, and reliability. Collaborate with the execution, operations, and infrastructure teams to continuously enhance trading workflows and operational scalability. Drive ongoing improvements by initiating and implementing new trading-related projects and managing existing initiatives to optimize performance and minimize friction across systems and processes. Provide leadership and mentorship to the trading team, fostering a culture of excellence, accountability, and collaboration. Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields. 5+ years of experience in trading or managing the trading operation. Proven leadership experience in managing a systematic trading team of quantitative members. Exceptional quantitative, analytical, and communication skills with the ability to collaborate across functions. 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 #J-18808-Ljbffr

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. Applications are now open for our NYC office, opening in September 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. Trexquant is an Equal Opportunity Employer