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C++ Engineer, Trading Systems

Talisman Advisory Partners — United States · Posted ~19 hours ago

Senior Full-time

Skills

C++ C++17 C++20 low-latency systems distributed systems multithreading lock-free programming real-time market data performance optimization market data systems

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Summary ✨ AI‑Generated

Join an electronic trading engineering team building low-latency C++ infrastructure for real-time market data, execution, risk, and pricing. You will develop high-performance distributed systems, apply multithreaded and lock-free techniques, and use profiling tools to identify and eliminate performance bottlenecks.

Highlights

Work on high-performance, low-latency trading infrastructure involving real-time market data, execution, risk, pricing, multithreaded systems, and performance optimization.

Description

Software Engineer, C++ Trading Systems We're partnering with a proprietary trading firm making who is looking to add a C++ Software Engineer to design and build the low-latency systems that power live trading, risk, and pricing across the firm. Responsibilities: Build and maintain high-performance distributed systems that process real-time and historical market data at scaleDesign low-latency C++ (C++17/20) components supporting core trading infrastructure, including execution and order handlingPartner with traders and engineers to turn strategy and modeling requirements into production-grade codeApply multithreaded and lock-free programming techniques to improve throughput and reduce latency across the stackUse profiling and diagnostic tooling to identify bottlenecks and guide performance improvements Requirements: Background at a proprietary trading firm, market maker, or similar electronic trading environment is required.4+ years of professional C++ experience in a high-performance, real-time trading environmentSolid foundation in data structures, algorithms, concurrency, and memory managementLinux-based system-level programming experience, including networking fundamentals (TCP/IP, UDP, sockets)Hands-on debugging/profiling skills (GDB, Wireshark, tcpdump, or equivalent)A plus: exposure to options/derivatives pricing models, quantitative research platforms, or KDB+/q for time-series analysis