1 day ago
Base Salary
$114k - $171k/yr
Responsibilities
- Design and build high-performance C++ risk calculation engines for multi-scenario stress runs and regulatory risk metrics.
- Architect low-latency, scalable systems supporting FRTB and enterprise-wide stress testing.
- Lead software development from feasibility assessment and technical planning through construction, testing, and production implementation.
- Translate quantitative risk models and regulatory requirements into maintainable production software.
- Optimize CPU-bound and memory-bound applications using cache optimization, SIMD vectorization, memory alignment, and allocation reduction.
- Apply multithreaded programming, synchronization, lock-free data structures, and parallel computing techniques.
- Define and enforce engineering standards and improve long-term system quality and operational stability.
- Advise senior stakeholders and technology groups on technical solutions and risk-platform architecture.
Requirements
- At least 5 years of professional experience writing modern C++, including C++17 or C++20, STL, Boost, RAII, smart pointers, and move semantics.
- Experience optimizing CPU-bound and memory-bound applications through cache locality, memory alignment, SIMD vectorization, and allocation minimization.
- Hands-on experience with multithreading, synchronization primitives, lock-free data structures, and parallel computing frameworks such as Intel TBB, OpenMP, or std::execution.
- Proficiency with performance profiling and debugging tools in Linux, including Valgrind, gprof, Intel VTune, perf, and GDB.
- Ability to collaborate with quantitative analysts, risk managers, and regulatory reporting teams to convert mathematical models and regulatory rules into production software.
- Bachelor's degree in a relevant discipline or equivalent professional experience.
Benefits
- Hybrid working arrangement with 3 days in the office and 2 days remotely.
- Learning and development resources supporting technical growth and career progression.
- Medical, dental, and vision coverage; 401(k); life, accident, and disability insurance; wellness programs; paid vacation, sick leave, and holidays.
- Competitive compensation and financial wellbeing support.
- Full-time position based in Tampa, Florida.
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.