About this role
Quantitative Developer (USA) at Trexquant Investment. Location: Stamford, Connecticut, United States. Role: building analytics, productionizing models, designing systems Requirements: BS/MS/PhD in a STEM field; strong C++ engineering skills; solid finance and options expertise; experience with options market data, implied volatility surfaces, options pricing, and backtesting infrastructure; strong problem-solving and teamwork. Category: Software Development Seniority: Senior Level Tools: C++ Commitment: Full Time Workplace: Onsite Languages: English