2 months ago
Base Salary
$177k - $265k/yr
Responsibilities
- Design and develop real-time market data distribution platforms that deliver normalized data to internal consumers across regions.
- Build and evolve performance-critical C++ components for market data ingestion, normalization, and fan-out.
- Define and enforce standards for market data semantics, schemas, correctness guarantees, and deterministic behavior.
- Optimize the wire-to-consumer hot path using NUMA-aware design, core pinning, CPU isolation, lock-free concurrency, memory-layout optimization, and cache locality.
- Perform Linux kernel, network, IRQ-affinity, threading-model, runtime, and performance-profile optimization.
- Configure and tune Aeron or an equivalent high-performance fan-out and IPC solution, including transport, drivers, back-pressure, loss/replay behavior, and diagnostics.
- Own latency observability using percentile histograms, tail analysis, baselines, alerting, and regression detection.
- Collaborate globally with trading desks, platform consumers, quantitative research, infrastructure, and regional teams.
- Maintain automated testing, code quality, SDLC discipline, CI/CD practices, and latency-regression safety.
Requirements
- 12+ years of hands-on engineering experience building low-latency, high-throughput systems.
- Strong proficiency in modern C++.
- Experience designing or owning real-time market data distribution platforms at a global financial institution, with equities experience required and multi-asset experience preferred.
- Production experience with UDP multicast, including loss, recovery, and operational behavior.
- Deep knowledge of NUMA, core pinning, CPU isolation, IRQ affinity, kernel and network tuning, memory management, and cache locality.
- Production Aeron experience, including transport and driver tuning, back-pressure management, loss/replay semantics, and performance diagnostics.
- Experience owning wire-to-consumer latency observability, histograms, tail analysis, and regression detection.
- Strong understanding of exchange microstructure and regional market-structure differences across global venues.
- Ability to prioritize multiple initiatives in a fast-paced, globally distributed environment.
- Excellent communication skills for explaining complex systems to engineers, quants, and trading stakeholders.
- Bachelor’s degree or university degree in Computer Science, Engineering, or a related field, or equivalent professional experience.
Benefits
- Medical, dental, and vision coverage.
- 401(k), life, accident, and disability insurance.
- Wellness programs.
- Paid vacation, sick leave, and holidays.
- Full-time role based in Jersey City, New Jersey.
- Base salary range of $176,720.00-$265,080.00, with potentially eligible discretionary and formulaic incentive and retention awards.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.