<p>Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. To keep pace with our expanding global trading operations, we are seeking a C++ Market Data Engineer to design and build ultra-low-latency feed handlers for premier vendor feeds and major exchange multicast feeds. This is a high-impact role that sits at the heart of Trexquant's trading platform; the quality, speed, and reliability of your code directly influence every strategy we run.</p> <p>Responsibilities</p> <ul> <li>Design & implement high-performance feed handlers in modern C++ for equities, futures, and options across global venues (e.g., NYSE, CME, Refinitiv RTS, Bloomberg B-PIPE). </li><li>Optimize for micro- and nanosecond latency using lock-free data structures, cache-friendly memory layouts, and kernel-bypass networking where appropriate. </li><li>Build reusable libraries for message decoding, normalization, and publication to internal buses shared by research, simulation, and live trading systems. </li><li>Collaborate with cross-functional teams to tune TCP/UDP multicast stacks, kernel parameters, and NIC settings for deterministic performance. </li><li>Provide robust failover, gap-recovery, and replay mechanisms to guarantee data integrity under packet loss or venue outages. </li><li>Instrument code paths with precision timestamping and performance metrics; drive continuous latency regression testing and capacity planning. </li><li>Partner closely with quantitative researchers to understand downstream data requirements and to fine-tune delivery formats for both simulation and live trading. </li><li>Produce clear architecture documents, operational run-books, and post-mortems; participate in a 24×7 follow-the-sun support rotation for mission-critical market-data services. </li></ul>