15 hours ago
Singapore, SingaporeStaff+
Responsibilities
- Design, develop, and maintain the ultra-low-latency Risk Engine for real-time pre-trade checks, position limits, and exposure controls.
- Architect and optimize lock-minimal, multithreaded components processing risk decisions at sub-microsecond to low-microsecond latency.
- Integrate risk and position components with Client Connectivity, Market Access, and high-throughput market data feed handlers.
- Apply JVM or native performance engineering, memory management, garbage-collection avoidance, and system-level tuning to reduce latency outliers and jitter.
- Develop real-time distributed, asynchronous, event-driven risk management capabilities for cash equities electronic execution.
- Mentor engineers, drive architecture decisions, and coordinate delivery across global development centers and regional stakeholders.
Requirements
- 10+ years of software engineering experience, including hands-on development of risk management, position-keeping, or other latency-critical systems for cash equities electronic or algorithmic trading.
- Strong hands-on expertise in low-latency Java and/or C++, with Rust as a plus, including multithreading, concurrency, lock-free data structures, Java NIO, and JVM or garbage-collection performance tuning.
- Experience with Aeron, Solace, or equivalent shared-memory or IPC technologies for distributed, high-throughput trading systems.
- Experience with NUMA-aware design, CPU core pinning and isolation, Linux kernel or operating-system tuning, and low-latency networking such as kernel bypass, RDMA, or specialized NIC tuning.
- Understanding of automated testing, test-driven development, and quality engineering practices for mission-critical systems.
- Excellent communication and collaboration skills across globally distributed trading, quantitative, infrastructure, support, and technology stakeholders.
- Working knowledge of regional exchange microstructure and regulatory regimes governing cash equities electronic trading and risk controls.
- Bachelor’s or university degree in Computer Science, Engineering, or a related field, or equivalent professional experience such as Mechanical Engineering combined with a Diploma in Advanced Computing.
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.