3 days ago
Singapore, SingaporeStaff+
Responsibilities
- Design, develop, and maintain an ultra-low-latency in-line Risk Engine for real-time pre-trade risk checks, position limits, and exposure controls.
- Architect and optimize high-performance, lock-minimal, multi-threaded components operating at sub-microsecond to low-microsecond latency.
- Integrate risk and position components with Client Connectivity, Market Access layers, and high-throughput market-data feed handlers.
- Perform JVM, memory-management, garbage-collection, native-code, system, networking, and operating-system tuning to reduce latency and jitter.
- Develop real-time distributed risk-management systems using asynchronous and event-driven architectures.
- Mentor engineers, drive architecture decisions, and coordinate delivery across global development centers and cross-functional stakeholders.
- Collaborate with product development, quantitative research, infrastructure, production support, QA, trading desks, and globally distributed stakeholders.
Requirements
- 10+ years of overall software engineering experience, including substantial hands-on experience with risk management, position-keeping, or other latency-critical systems for cash equities or algorithmic trading.
- Strong Java skills and hands-on expertise in low-latency Java and/or C++; Rust experience is a plus.
- Experience with multi-threading, concurrency, lock-free data structures, Java NIO, and JVM and garbage-collection performance tuning.
- Hands-on experience with low-latency messaging and IPC frameworks such as Aeron, Solace, or equivalent shared-memory and IPC technologies.
- Experience building real-time distributed risk-management systems for cash equities flow products using asynchronous, event-driven architectures.
- Practical experience with NUMA-aware design, CPU core pinning and affinity, CPU isolation, Linux kernel and 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 skills and ability to explain complex technical and risk concepts in a multicultural, cross-regional environment.
- 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.
Benefits
- Full-time position within Citi’s Equities Technology organization.
- Work involves coordination across APAC, EMEA, and NAM global development centers.
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.