C++ Engineer, Trading Systems

talisman; Chicago (IL); On-site; USD 150,000 - 230,000; Full time

Job summary

Talisman is seeking a Software Engineer, C++ for Trading Systems to design low-latency components that power live trading. You will build high-performance distributed systems processing market data in real time and collaborate with traders to translate strategy into production code.

The role requires strong C++ expertise, Linux system programming, and experience in a high-frequency trading environment. You will use profiling tools and multi-threading to optimize throughput and latency across the

Qualifications

• 4+ years of professional C++ experience in a high-performance, real-time trading environment.
• Linux-based system programming experience, including networking fundamentals (TCP/IP, UDP, sockets).
• Hands-on debugging/profiling skills (GDB, Wireshark, tcpdump, or equivalent).
• Exposure to options/derivatives pricing models, quantitative research platforms, or KDB+/q for time-series analysis is a plus.

Responsibilities

• Build and maintain high-performance distributed systems that process real-time and historical market data at scale.
• Design low-latency C++ components supporting core trading infrastructure, including execution and order handling.
• Partner with traders and engineers to turn strategy and modeling requirements into production-grade code.
• Apply multithreaded and lock-free programming techniques to improve throughput and reduce latency across the stack.
• Use profiling and diagnostic tooling to identify bottlenecks and guide performance improvements.

Skills

C++

Low-latency

Multithreading

Profiling

Trading experience

Networking basics

Tools

GDB

Wireshark

tcpdump

Job 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 scale
• Design low-latency C++ (C++17/20) components supporting core trading infrastructure, including execution and order handling
• Partner with traders and engineers to turn strategy and modeling requirements into production-grade code
• Apply multithreaded and lock-free programming techniques to improve throughput and reduce latency across the stack
• Use 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 environment
• Solid foundation in data structures, algorithms, concurrency, and memory management
• Linux-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