Search the 23 jobs at Trexquant Investment

As a DevOps Engineer, you will be responsible for monitoring and optimizing trading processes, enhancing development and deployment pipelines, ensuring quality control, and driving continuous improvement initiatives. You will also maintain documentation and generate reports on production performance.

The Investor Relations Associate at Trexquant supports existing investors with communication, prepares materials for calls, coordinates investor meetings, enhances marketing strategies, and conducts market research. This role involves building relationships with clients and developing strategies to attract new investors while providing analytical support and preparing reports on fund performance.

The Data Engineer will collaborate with researchers to understand data requirements and trading strategies, develop and maintain scripts for data processing, ensure data accuracy and optimize retrieval processes, integrate new data sources, provide technical support, and document workflows.

The Quantitative Researcher will design, implement, and optimize machine learning models to predict liquid assets, analyze data sets for alpha development, and apply cutting-edge research in quantitative finance while collaborating with other researchers.

As a Data Scientist at Trexquant, you will analyze and parse large data sets, discover new data sources, and collaborate with teams to develop predictive machine learning models. You will also create data visualizations and research machine learning techniques to derive insights and identify patterns in data.

The Trading Systems Operations Engineer will ensure the smooth operation of trading systems infrastructure through monitoring, incident response, troubleshooting, and performance optimization. Collaboration with traders, developers, and analysts is key to supporting daily trading operations and implementing solutions to minimize downtime.

The Senior Talent Sourcer will identify and engage top quantitative and engineering talent, collaborate with recruiters, develop sourcing strategies, maintain candidate pipelines, and stay updated on industry trends while assisting with recruiting tasks.

The Quantitative Researcher will design and optimize machine learning models for predicting liquid assets, analyze large data sets, implement academic research in quantitative finance, and collaborate with a team on experiments and hypothesis testing.

The Full Stack Software Engineer will design and develop a web application using modern frameworks, collaborate with researchers on user journeys, ensure system design cohesion using Figma, and lead enhancements in trading stage integrations.

As a Global Alpha Researcher, you will develop market-neutral trading signals, implement academic research, create algorithms for combining Alphas, and apply machine learning techniques for alpha discovery and portfolio construction, while working remotely and flexibly.

This role involves replicating and improving existing QIS strategies, managing data for the QIS platform, and assisting the investment team in strategy decisions and portfolio management associated with quantitative investment strategies.

The Middle Office Associate will perform daily PnL reconciliations and automate processes, manage corporate actions, liaise with various financial entities, oversee daily margin processes, and document key operational procedures.

The Technical Interviewer will evaluate candidates' technical skills in Python through coding tests and project evaluations. They will collaborate with recruiters to understand technical requirements, develop assessment methods, and provide feedback to enhance the hiring process.

The Head of LLM Quantitative Strategy Team will lead a team of researchers to develop machine learning models for trading strategies using large language models. Responsibilities include conducting research, applying machine learning techniques, and enhancing investment capabilities through effective data utilization and teamwork.

Lead and grow the Risk Management Team by enhancing risk management platforms, developing risk analysis metrics, implementing risk mitigation tactics, and overseeing risk factor exposures across portfolios. Collaborate with various teams to create optimal risk policies and present findings to senior management.

The Head of Systematic Credit Strategy Team is responsible for leading a team of researchers in developing systematic credit strategies. The role involves optimizing trading strategies, enhancing data pipelines, and ensuring robust risk monitoring while collaborating closely with senior management and various teams to align research with overall investment strategies.

The Head of Options Quantitative Strategies will develop and lead a team in creating profitable options and volatility-based trading strategies, integrating these strategies into existing quantitative processes, and collaborating across teams to optimize execution and monitor risks.

The Head of FX Strategy will develop and lead a quantitative FX Strategy Team, researching, implementing, and trading profitable FX based strategies. Responsibilities include managing FX data pipelines, collaborating with team members to enhance trading platforms, and overseeing the execution and risk management of FX strategies.

The Head of Global Alpha Researchers will lead the Global Alpha Researcher Program, mentoring participants to develop Alpha Strategies. Responsibilities include executing the strategic vision for the program, overseeing research projects, and fostering collaboration. The ideal candidate should have a strong background in quantitative finance and leadership skills.

The Head of Execution Team will lead the Execution Team, overseeing daily executions and implementing improvements in trading strategies and asset classes to enhance profitability. Responsibilities include managing execution tools, market impact models, and collaborating with trading and operations teams. The role requires strong leadership, quantitative skills, and experience in electronic execution within quantitative trading.