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C++ Senior Engineer - Options Market Making Execution
Posted Sep 11, 2026 · We last checked this listing on Oct 6, 2026
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Likely interview questions for this role
Written from this job description, not a generic list. Each one notes what the interviewer is really checking.
About your past
Walk me through a time you had to shave latency out of a critical path in a C++ system. What did the profiling actually show, and what did you end up changing?
What they are checking: whether they've done real low-latency work versus theoretical knowledge, and whether they measure before optimizing
Tell me about the last production issue you had to triage under real time pressure. How did you figure out where the problem was?
What they are checking: debugging discipline and composure when something is on fire in a live trading system
Tell me about a time you disagreed with a trader or quant about how a system should behave. How did you handle it?
What they are checking: collaboration style with non-engineering stakeholders who have strong opinions and financial stakes
Describe the most complex distributed system you've built or maintained. What made it hard to reason about, and what would you change if you rebuilt it?
What they are checking: depth of real distributed systems experience and honest self-assessment of past design choices
What would you do
If you had to choose between a well-architected solution that would take three extra days to build and a quick fix that gets a trader's strategy live today, how do you think through that decision?
What they are checking: whether they can balance the posting's emphasis on 'carefully planned, well-structured solutions' against real trading urgency
A quant researcher hands you a pricing model and wants it wired into the execution engine by end of week, but the code they gave you isn't thread-safe and touches shared state. What do you do?
What they are checking: how they manage cross-functional pressure from non-engineers while protecting system integrity
Suppose exchange connectivity starts silently dropping order acknowledgments intermittently, only during high volume periods. How would you approach isolating whether it's your code, the network, or the exchange?
What they are checking: systematic troubleshooting across a distributed system rather than jumping to conclusions
About the work
Say you have a hot loop that processes market data and you notice occasional latency spikes that don't show up in average timings. How would you go about finding the cause?
What they are checking: understanding of tail latency versus average case, and familiarity with tools like perf, cache misses, or page faults rather than just guessing
How would you decide between using lock-free data structures versus traditional mutexes for a shared queue between a market data thread and a strategy thread?
What they are checking: depth of multithreading knowledge and whether they understand tradeoffs rather than reflexively reaching for lock-free everywhere
What's your understanding of how cache lines and false sharing can hurt performance in a multithreaded C++ application, and how have you dealt with it?
What they are checking: hardware/software co-design knowledge, since the posting explicitly calls this out
Explain what happens at the network layer when a packet arrives on a NIC and needs to get to your application as fast as possible. Where are the places latency typically creeps in?
What they are checking: depth in networking protocols and kernel bypass concepts relevant to exchange connectivity work
How do you approach testing for a component that sits on the critical path of an execution engine, where a bug could mean real money lost in milliseconds?
What they are checking: rigor around testing practices given the posting's stress on operational safety
What modern C++ features, like move semantics or templates, have you actually used to squeeze out performance, and where have you seen them backfire or add unnecessary complexity?
What they are checking: whether their C++ knowledge is current and pragmatic, not just textbook
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As published by Chicago Trading Company.