Software Engineer - C++

Alexander Chapman; New York (NY); On-site; USD 230,000 - 320,000; Full time

Job summary

Global Market Maker in New York seeks senior C++ engineers to lead the design and buildout of a brand-new systematic US corporate credit trading desk. You will architect scalable infrastructure for high-frequency execution, working with quants and traders to embed pricing, risk, and market-making strategies into production systems.

The role requires deep C/C++ expertise, real-time systems experience, and a collaborative mindset to drive complex technical projects with traders and researchers.

Qualifications

• Strong C/C++ engineering background with memory-management fundamentals.
• Experience optimizing real-time, high-throughput streaming systems.
• Knowledge of US corporate credit markets, fixed-income ETFs, or CDS/CDX.
• Experience with FIX protocol and electronic credit venues.
• Collaborative track record with traders and quants.

Responsibilities

• Technical Leadership: Set the architectural vision and engineering standards for a brand-new systematic credit trading platform.
• Core Systems Engineering: Design, build, and optimize low-latency trading engines, including RFQ systems, portfolio execution frameworks, OMS/EMS, and ETF creation/redemption feeds.
• Algorithmic Integration: Partner directly with quants and traders to embed automated pricing, risk, and market-making strategies into production execution systems.
• End-to-End Delivery: Own project lifecycles from strategy simulation and backtesting tools through to real-time venue execution.

Skills

C++/C expertise

Real-time systems

Low-latency trading

Fixed income knowledge

FIX protocol

Education

Bachelor's degree in CS/Engineering

Tools

RFQ systems

OMS/EMS

ETF feeds

Job description

A top-tier global market maker is building a brand-new, zero-to-one desk dedicated to systematic US corporate credit and fixed income trading. We are seeking senior C++ engineers to lead the technical architecture and infrastructure buildout for high-frequency credit execution.

Working closely with quantitative researchers and traders, you will take full ownership of designing scalable infrastructure for corporate bonds, ETF creation/redemption, and credit derivatives (CDS/CDX).

Key Responsibilities

• Technical Leadership: Set the architectural vision and engineering standards for a brand-new systematic credit trading platform.
• Core Systems Engineering: Design, build, and optimize low-latency trading engines, including RFQ systems, portfolio execution frameworks, OMS/EMS, and ETF creation/redemption feeds.
• Algorithmic Integration: Partner directly with quants and traders to embed automated pricing, risk, and market-making strategies directly into production execution systems.
• End-to-End Delivery: Own project lifecycles from strategy simulation and backtesting tools through to real-time venue execution.

Qualifications

• Core C++ or C systems engineering background with exceptional computer science and memory-management fundamentals.
• Hands-on experience optimizing real-time, high-throughput streaming systems under strict performance constraints.
• Deep familiarity with US corporate credit markets, fixed-income ETF mechanisms, or credit derivatives (CDS/CDX).
• Demonstrated experience handling venue connectivity, market protocols (FIX), and electronic credit execution venues.
• Pragmatic, collaborative mindset with a track record of driving complex technical projects alongside desk traders and quants.