Careers

Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity markets all over the world. We develop and use machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios.

Our firm has grown significantly in recent years, we have increased the breadth of markets in which we participate, the number and scale of our data sources, as well as the complexity of our forecasting algorithms, and we are always looking for motivated and talented individuals to join our team.

As a member of the Data team at Trexquant, you will be involved in parsing and analyzing large data sets, working on discovering and obtaining new sources of data, and collaborating with the Alpha and Strategy Research team to build predictive machine learning models.

Responsibilities

  • Explore and learn about a wide range of data sets that are used to develop signals for systematic quantitative strategies
  • Develop a framework to automatically download and monitor hundreds of data sources that are vital to our trading and research
  • Create data visualizations to gain insight on large data sets, such as order-by-order tick data, present findings and results
  • Research and implement machine learning techniques to identify patterns in large data sets and create new derived variables

Desired qualifications

  • A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.)
  • Experience with statistical analysis and managing of large data sets
  • Knowledge of Linux, Bash, Python, and SQL Database
  • Ability to work independently and take projects to completion, quickly learn new systems, think creatively and pay attention to details

Offered benefits

  • Competitive compensation, with opportunity for outstanding monetary success
  • Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Data Scientist position here.


As a member of the Alpha team at Trexquant, you will be involved in developing market-neutral signals, parsing and analyzing large data sets, and collaborating with the Data and Strategy Research team to build a diverse set of predictive models.

Responsibilities

  • Develop market-neutral, medium-frequency signals that predict future stock returns
  • Parse data sets to be used for future alpha development
  • Optimize the framework for creating, backtesting, and productionizing Alphas
  • Investigate and implement recent academic research
  • Apply machine learning techniques to Alpha discovery and portfolio optimization

Desired qualifications

  • A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.)
  • Experience applying statistical analysis on large data sets
  • Programming skills necessary to translate ideas into python code
  • Knowledge of financial accounting is a plus

Offered benefits

  • Competitive compensation with bonus tied to the performance of algorithms you develop
  • Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Alpha Researcher position here.


As a member of the Strategy team at Trexquant, you will be developing systematic strategies based on a variety of machine learning and statistical methods. The data you train and validate comes from actual market trading.

Responsibilities

  • Development, implementation, and optimization of machine learning models aimed at predicting equity market dynamics using a wide set of financial data and a vast library of trading signals
  • Use your methods to create systematic trading strategies and run fund capital in global markets
  • Investigate and implement recent academic research
  • Collaborate with experienced quantitative researchers and other Strategy Researchers

Desired qualifications

  • A post-graduate degree in a technical discipline (mathematics / physics / finance / others)
  • Programming experience (Python, MATLAB, other languages)
  • Knowledge of probability theory, machine learning, and optimization concepts
  • Ability to work independently and take projects to completion, ability to quickly learn about new systems, ability to communicate complex concepts, creative thinking, and attention to details

Offered benefits

  • Competitive salary plus bonus tied to the performance of strategies you develop
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Strategy Researcher position here.


As a member of the Software team at Trexquant, you will be developing back-testing simulators that allow researchers to do signal research, and building software infrastructure to generate and evaluate tens of thousands of signals in real time.

Responsibilities

  • Improve the scale and performance of our medium-frequency statistical arbitrage infrastructure (large data jobs, building thousands of trading signals per day, performing high-memory simulations, and other tasks)
  • Continue expansion of our low-latency trading system (data feeds, exchange connectivity, etc.)
  • Collaborate with researchers to implement algorithms.

Desired qualifications

  • 2+ years of hands-on development experience
  • Strong Linux skills
  • C++ and Python software development expertise; Javascript skills are a plus
  • Prior experience with developing U.S. equities trading systems is a plus
  • Ability and willingness to adapt to new challenges in a dynamic environment with shifting priorities
  • Process-driven with strong attention to detail
  • Minimum of a Bachelor’s degree in science and engineering majors. Master’s or PhD degree preferred.

Offered benefits

  • Competitive salary plus bonus tied to your performance
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Software Developer position here.


As an execution system developer, you will work with real-time market data to develop a low latency C++ execution system using co-located Linux servers. You will also use machine learning models to predict short-term movements and their market impacts to improve execution performance.

Responsibilities:

  • Develop low latency, low slippage algorithms in C++ to run on co-located hardware to execute the fund’s medium frequency order flow across thousands of U.S. and offshore equities.
  • Investigate and build various machine learning models to predict short-term stock price movements.
  • Develop a framework to quantitatively measure and test the quality of different order types, venues, algorithm types, and execution schedules.

Desired qualifications:

  • A degree in a technical discipline (computer science / mathematics / statistics / others)
  • Strong C++, Linux, and Python software development skills.
  • Prior experience developing low market impact execution systems.
  • Ability to work collaboratively and take projects to completion, ability to quickly learn about new systems, creative thinking and strong attention to detail is critical

Offered benefits:

  • Competitive compensation, with an opportunity for outstanding monetary success and to grow into a key management role
  • Work in a collaborative and friendly environment, participate in the decision-making process for future technology adoption and have the opportunity to lead on new projects

If you are interested in working with a team of talented system developers at a growing systematic hedge fund, we invite you to apply for the Execution System Developer position here.


Responsibilities

  • Manage infrastructure and operate systems used to generate signals and trade medium-frequency statistical arbitrage strategies
  • Develop methods to streamline production processes and enhance stability

Desired qualifications

  • Strong Linux, Bash shell scripting, and Python skills are required
  • A working knowledge of Matlab is preferred
  • Must be extremely organized and detail-oriented
  • Highly effective at multitasking, able to handle multiple projects simultaneously

Benefits

  • Competitive salary plus bonus tied to your performance
  • Comprehensive benefits including healthcare and insurance

 

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Production Engineer position here.


Responsibilities

  • Ensure our Red Hat Enterprise Linux / CentOS servers are stable, safe, and efficient
  • Configure and monitor data center operations across multiple geographic locations
  • Plan, install, and administer a disaster recovery system for our Linux environment
  • Troubleshoot server problems with researchers and traders
  • Design and implement information security systems
  • Create robust backup processes for Linux systems
  • Concisely document the firm’s infrastructure

Desired qualifications

  • A strong interest in Linux systems and a desire to build a robust and scalable infrastructure
  • 2+ years administrative experience with Linux (Red Hat Enterprise Linux / CentOS 6 or later)
  • 2+ years experience in Bash shell scripting
  • 1+ years of database experience (MySQL preferred)
  • Bachelor’s degree or equivalent work experience

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Linux System Administrator position here.


Trexquant is a growing investment manager serving large institutional clients. 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.
In recent years, we have increased the breadth of markets in which we participate, the number and scale of our data sources, and the complexity of our forecasting algorithms. We seek an Accounting Associate to support our expanding infrastructure and growing needs of the business.

Responsibilities may include:

  • Performing daily PnL reconciliations and assisting with the automation thereof
  • Reconciling share quantities, prices, and market values and investigating, processing, and electing on corporate actions
  • Settlement of monthly swap reset cash flows including the execution of FX spot trades
  • Preparing or assisting with the preparation of weekly, monthly, and ad hoc gross and net performance estimates
  • Participation in the monthly valuation process including NAV approval for our fund(s) and separately managed account(s)
  • Reviewing and reperforming calculations of management and incentive fees
  • Management company support including cash forecasting, profitability modeling, and tracking compensation of consultants
  • Preparing or assisting with the preparation and/or review of client reports and presentations, regulatory and tax filings, and audited financial statements
  • Vendor management, including contract review and negotiation as well as the processing of invoices
  • Liaising with administrators, prime broker and swap counterparties, auditors, data and other vendors, and tax advisors

Requirements

  • Undergraduate or postgraduate degree in accounting, business, or quantitative field
  • 2+ years in an accounting or operations role with a hedge fund, PB, administrator or similar
  • Self-starter who can work in an unstructured environment with shifting priorities
  • Proximity to Stamford and/or openness to an evolving hybrid office/remote model

Benefits

  • Competitive salary plus bonus tied to your performance
  • Comprehensive benefits including healthcare and insurance

If you are interested in applying your skills and experience to support this exciting strategy, we invite you to apply for the Accounting Associate position here.


Trexquant is a growing investment manager serving large institutional clients. 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 who explore the universe of quantitative methods for opportunities to enhance and adapt our platform to make money in an exciting and dynamic environment.

We seek a Global Recruiting Associate who, in addition to supporting our HR needs generally, will drive our recruiting efforts to staff up the company worldwide with additional top technical, research and corporate talent to meet its aggressive growth targets for 2022 and beyond.

Responsibilities

  • Develop a strategy to source top talent in a highly competitive environment
  • Liaise with recruiters, university career centers and technology platforms to identify and attract candidates
  • Promote and raise awareness of Trexquant at schools, online and elsewhere to attract talent
  • Coordination of the overall recruiting process, ranging from promoting Trexquant and attracting candidates to arranging interviews withTrexquant team members to extending offers and onboarding successful candidates
  • Support traditional HR management activities supporting employee programs, payroll and benefits

Offered benefits

  • Competitive salary plus bonus tied to your performance
  • Comprehensive benefits including healthcare and insurance

If you are interested in applying your skills and experience to support this exciting strategy, we invite you to apply for the Global Recruiting Assoicate position here.


As a member of the Data team at Trexquant, you will be involved in parsing and analyzing large data sets, working on discovering and obtaining new sources of data, and collaborating with the Alpha and Strategy Research team to build predictive machine learning models.

Responsibilities

  • Explore and learn about a wide range of data sets that are used to develop signals for systematic quantitative strategies
  • Develop a framework to automatically download and monitor hundreds of data sources that are vital to our trading and research
  • Create data visualizations to gain insight on large data sets, such as order-by-order tick data, present findings and results
  • Research and implement machine learning techniques to identify patterns in large data sets and create new derived variables

Desired qualifications

  • A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.)
  • Experience with statistical analysis and managing of large data sets
  • Knowledge of Linux, Bash, Python, and SQL Database
  • Ability to work independently and take projects to completion, quickly learn new systems, think creatively and pay attention to details

Offered benefits

  • Competitive compensation, with opportunity for outstanding monetary success
  • Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Data Scientist position here.


As a member of the Alpha team at Trexquant, you will be involved in developing market-neutral signals, parsing and analyzing large data sets, and collaborating with the Data and Strategy Research team to build a diverse set of predictive models.

Responsibilities

  • Develop market-neutral, medium-frequency signals that predict future stock returns
  • Parse data sets to be used for future alpha development
  • Optimize the framework for creating, backtesting, and productionizing Alphas
  • Investigate and implement recent academic research
  • Apply machine learning techniques to Alpha discovery and portfolio optimization

Desired qualifications

  • A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.)
  • Experience applying statistical analysis on large data sets
  • Programming skills necessary to translate ideas into python code
  • Knowledge of financial accounting is a plus

Offered benefits

  • Competitive compensation with bonus tied to the performance of algorithms you develop
  • Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Alpha Researcher position here.


As a member of the Strategy team at Trexquant, you will be developing systematic strategies based on a variety of machine learning and statistical methods. The data you train and validate comes from actual market trading.

Responsibilities

  • Development, implementation, and optimization of machine learning models aimed at predicting equity market dynamics using a wide set of financial data and a vast library of trading signals
  • Use your methods to create systematic trading strategies and run fund capital in global markets
  • Investigate and implement recent academic research
  • Collaborate with experienced quantitative researchers and other Strategy Researchers

Desired qualifications

  • A post-graduate degree in a technical discipline (mathematics / physics / finance / others)
  • Programming experience (Python, MATLAB, other languages)
  • Knowledge of probability theory, machine learning, and optimization concepts
  • Ability to work independently and take projects to completion, ability to quickly learn about new systems, ability to communicate complex concepts, creative thinking, and attention to details

Offered benefits

  • Competitive salary plus bonus tied to the performance of strategies you develop
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Strategy Researcher position here.


As a member of the Data team at Trexquant, you will be involved in parsing and analyzing large data sets, working on discovering and obtaining new sources of data, and collaborating with the Alpha and Strategy Research team to build predictive machine learning models.

Responsibilities

  • Explore and learn about a wide range of data sets that are used to develop signals for systematic quantitative strategies
  • Develop a framework to automatically download and monitor hundreds of data sources that are vital to our trading and research
  • Create data visualizations to gain insight on large data sets, such as order-by-order tick data, present findings and results
  • Research and implement machine learning techniques to identify patterns in large data sets and create new derived variables

Desired qualifications

  • A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.)
  • Experience with statistical analysis and managing of large data sets
  • Knowledge of Linux, Bash, Python, and SQL Database
  • Ability to work independently and take projects to completion, quickly learn new systems, think creatively and pay attention to details

Offered benefits

  • Competitive compensation, with opportunity for outstanding monetary success
  • Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas
  • Comprehensive benefits including healthcare and insurance

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Data Scientist position here.


Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity and futures markets globally. Starting with many data sets, we develop a large set of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. We are looking for scientists, engineers, economists, and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets.

Responsibilities

  • Design, implement, and optimize various machine learning models aimed at predicting liquid assets using a wide set of financial data and a vast library of trading signals
  • Parse data sets to be used for future alpha(strategy) development
  • Investigate and implement state-of-the-art academic research in the field of quantitative finance
  • Collaborate with experienced and resourceful quantitative researchers to carry out experiments and test hypothesis using simulations

Requirements

  • Passion for machine learning and quantitative finance
  • Strong problem-solving skills
  • Ability to work effectively both as an individual and a team player
  • Fluent with programming languages like Python
  • Knowledge of financial accounting is a plus
  • Experience between 2 years to 15 years

Benefits

  • Competitive compensation with bonus tied to the performance of algorithms you develop
  • Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas

We invite you to apply for the Quantitative Researcher position here.


Trexquant is a quantitative investment fund founded in 2014 where we trade a multi-billion dollar portfolio of equities and other liquid assets in markets around the globe. We aim to constantly discover new trading signals to build up our already vast and diverse Alpha library. We apply mathematical and machine learning methods to combine these signals into a risk-constrained portfolio that is responsive to changing market conditions. We are run by an experienced management team with former roles at some of the top hedge funds in the industry, and we are always looking for People who are passionate about problem solving using quantitative tools

Responsibilities

  • Explore and learn about a wide range of data sets that are used to develop signals for systematic quantitative strategies
  • Investigate and implement state-of-the-art academic research in the field of machine learning and quantitative finance
  • Design features from novel data sets to improve the prediction power of the existing models
  • Apply machine learning techniques to alpha discovery and portfolio construction

Requirements

  • Strong passion for machine learning and quantitative finance
  • Strong problem-solving skills along with a creative approach towards developing market signals
  • Ability to work effectively both as an individual and a team player
  • Programming experience in any language, preferably Python

Offered benefits

  • Monthly stipend
  • Invaluable learning and networking opportunities with global hedge fund managers
  • Access to proprietary technology platforms for exploring and converting ideas into signals that can be traded in the real world
  • Mentoring and guidance from experienced quantitative researchers
  • Outstanding performers will be granted a Pre-Placement Offer

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Quantitative Research Intern position here.


Trexquant is a quantitative investment fund founded in 2014 where we trade a multi-billion dollar portfolio of equities and other liquid assets in markets around the globe. We aim to constantly discover new trading signals to build up our already vast and diverse Alpha library. We apply mathematical and machine learning methods to combine these signals into a risk-constrained portfolio that is responsive to changing market conditions. We are run by an experienced management team with former roles at some of the top hedge funds in the industry, and we are always looking for People who are passionate about problem solving using quantitative tools.

Responsibilities

  • Expand, improve and maintain the firm's medium-frequency statistical arbitrage research and trading infrastructure
  • Develop and expand back-testing simulators to be used for the quantitative researchers to do signal research

Requirements

  • 2+ years of hands-on software development experience
  • Strong working knowledge of Python
  • Experience working with Linux
  • Prior development experience in fault-tolerant distributed or data intensive applications is a plus
  • Process-driven with strong attention to detail
  • Ability and willingness to adapt to new challenges in a dynamic environment with shifting priorities
  • Background in Computer Science, Engineering or a related field

Benefits

  • Competitive salary plus bonus tied to your performance
  • Work in a collaborative and friendly environment, participate in the decision-making process for future technology adoption and have the opportunity to lead on new projects

We invite you to apply for the Software Developer position here.


As an execution system developer, you will work with real-time market data to develop a low latency C++ execution system using co-located Linux servers. You will also use machine learning models to predict short-term movements and their market impacts to improve execution performance.

Responsibilities:

  • Develop low latency, low slippage algorithms in C++ to run on co-located hardware to execute the fund’s medium frequency order flow across thousands of U.S. and offshore equities.
  • Investigate and build various machine learning models to predict short-term stock price movements.
  • Develop a framework to quantitatively measure and test the quality of different order types, venues, algorithm types, and execution schedules.

Desired qualifications:

  • A degree in a technical discipline (computer science / mathematics / statistics / others)
  • Strong C++, Linux, and Python software development skills.
  • Prior experience developing low market impact execution systems.
  • Ability to work collaboratively and take projects to completion, ability to quickly learn about new systems, creative thinking and strong attention to detail is critical

Offered benefits:

  • Competitive compensation, with an opportunity for outstanding monetary success and to grow into a key management role
  • Work in a collaborative and friendly environment, participate in the decision-making process for future technology adoption and have the opportunity to lead on new projects

If you are interested in working with a team of talented system developers at a growing systematic hedge fund, we invite you to apply for the Execution System Developer position here.


As an Execution Analyst, you will work with market data to develop execution strategies that minimize market impact and information leakage. You will also use machine learning models to predict short-term price movements and market impact of orders to improve execution performance.

Responsibilities

  • Analyze execution data and develop execution strategies that minimize market impact and information leakage
  • Research and develop machine learning models to predict short-term stock price movements
  • Build a framework to quantitatively measure and test the quality of different order types, venues, algorithm types, and execution schedules

Requirements

  • A degree in a technical discipline (computer science / mathematics / statistics / others)
  • Strong programming skills in Python
  • Prior experience in execution analysis is a plus
  • Ability to work collaboratively, creative thinking, and strong attention to detail is critical

Benefits

  • Competitive compensation, with an opportunity for outstanding monetary rewards
  • Work in a collaborative and friendly environment, participate in the decision-making process for future technology adoption
  • Opportunity to lead on new projects and to grow into a key management role

If you are interested in working with a team of talented system analysts at a growing systematic hedge fund, we invite you to apply for the Execution Strategy Analyst position here.


Many academically-talented high-achieving individuals wonder if a career in quantitative finance is right for them. One of the most important and popular roles in quantitative finance is Alpha research, which involves developing profitable trading signals based on real-world data. Unfortunately, quantitative trading is a tight-knit industry and it is difficult to find detailed information about building a successful career in this field. To address this problem, Trexquant created the Global Alpha Research Program to provide a platform for career growth and advancement and give participants direct experience in buy-side Alpha research.

We seek bright and passionate scientists, mathematicians, and engineers to join our talented team of Global Alpha Researchers to conduct exciting Alpha research. Our ideal candidate is analytical and creative, as well as persistent at finding strong Alphas.

Responsibilities

  • Develop market-neutral, medium-frequency Alphas that predict future stock returns
  • Investigate and implement recent academic research
  • Develop algorithms to filter and combine Alphas
  • Parse data sets to be used for future alpha development
  • Apply machine learning techniques to alpha discovery and portfolio construction

Offered benefits

  • Monthly compensation plus performance bonus
  • Flexibility to work conveniently from anywhere in the world and during any time of the day
  • Invaluable learning and networking opportunities with global hedge fund managers
  • Access to proprietary technology platforms for exploring and converting ideas into signals that can be traded in the real world
  • Mentoring and guidance from experienced quantitative researchers
  • Full-time offers for top performers

If you are interested in working at a growing systematic hedge fund, we invite you to apply for the Global Alpha Researcher position here.