Software Engineer C++

talisman; United States; On-site; USD 160,000 - 230,000; Full time

Job summary

Talisman, a leading global hedge fund, is seeking a C++ Software Engineer to design and develop high-performance trading systems used by Portfolio Managers and Traders. This role focuses on building low-latency infrastructure for market data ingestion, order execution, and risk management.

You will collaborate with quantitative researchers and traders to implement trading strategies and analytics, handling real-time and historical market data to support research workflows.

Qualifications

• Strong professional experience developing in C++ within a high-performance environment.
• Experience working in a hedge fund, prop trading firm, or electronic market-making environment.
• Exposure to systematic trading or quantitative research platforms.
• Exposure to KDB+/q for time-series data analysis, or willingness to learn.

Responsibilities

• Design and develop high-performance trading systems in modern C++ (C++17/20) used by PMs and traders.
• Build and optimize low-latency infrastructure for market data ingestion, order execution, and risk management.
• Collaborate closely with Portfolio Managers, Traders, and Quant Researchers to implement trading strategies and analytics.
• Work with large volumes of real-time and historical market data to support research and trading workflows.

Skills

C++ (C++17/20)

Tools

KDB+/q

Job description

A leading global hedge fund is seeking a C++ Software Engineer to work closely with Portfolio Managers, Traders, and Quant Researchers to build and enhance high-performance trading systems.

Software Engineer, C++ responsibilities;

• Design and develop high-performance trading systems in modern C++ (C++17/20) used by PMs and traders.
• Build and optimize low-latency infrastructure for market data ingestion, order execution, and risk management.
• Collaborate closely with Portfolio Managers, Traders, and Quant Researchers to implement trading strategies and analytics.
• Work with large volumes of real-time and historical market data to support research and trading workflows.

Software Engineer, C++ experience;

• Strong professional experience developing in C++ within a high-performance environment.
• Experience working in a hedge fund, proprietary trading firm, or electronic market-making environment.
• Exposure to systematic trading or quantitative research platforms.
• Exposure to KDB+/q for time-series data analysis, or a willingness to learn and work with KDB+/q as part of the firm’s data and research infrastructure.