Principal Backend Development Engineer (C++)
Responsibilities
Design and develop core derivatives trading systems covering order processing, position management, and real-time account risk controls, supporting perpetual contracts, futures, and options.
Design high-performance data structures, concurrency models, and event-processing mechanisms to ensure consistency and correctness across orders, trades, positions, and account balances.
Collaborate with product, risk management, and operations teams to translate trading rules and risk requirements into clear, verifiable system implementations.
Participate in architecture reviews, code reviews, performance testing, and production troubleshooting to improve engineering quality and observability.
Requirements
Fluency in English.
At least 5 years of C++ development experience, with hands-on experience building high-performance, highly concurrent, or low-latency systems.
Proficiency in modern C++, with a deep understanding of object lifetimes, memory management, templates, and the STL, and the ability to write efficient, reliable, and maintainable code.
A deep understanding of multithreading, atomic operations, memory models, and thread synchronization, with the ability to diagnose and resolve concurrency correctness and performance issues.
Experience with Linux systems programming and network programming, including TCP/UDP, I/O multiplexing, and common network performance bottlenecks.
An understanding of how CPU caches, cache coherence, false sharing, and NUMA affect performance, with experience using tools such as perf for performance analysis and optimization.
Experience designing complex stateful systems and addressing event ordering, idempotency, state consistency, and fault recovery.
A strong focus on correctness and reliability, with solid analytical skills and the ability to independently investigate complex issues, design solutions, and implement them.
Preferred Qualifications
Experience developing systems for exchanges, brokerages, futures trading, quantitative trading, or financial infrastructure.
Familiarity with derivatives trading mechanics, including margin, leverage, isolated and cross margin, mark prices, funding rates, liquidation, and settlement.
Experience with lock-free data structures, CPU affinity, memory pools, zero-copy techniques, or SIMD optimization.