1 day ago
London, United KingdomStaff+
Responsibilities
- Design, develop, and maintain an ultra-low-latency risk engine for real-time pre-trade checks, position limits, and exposure controls.
- Build high-performance multithreaded components capable of sub-microsecond to low-microsecond risk decisions.
- Integrate risk and position services with client connectivity, market access, execution, and high-throughput market-data systems.
- Implement low-latency messaging and IPC architectures using Aeron, Solace, and shared-memory mechanisms.
- Optimize JVM, memory, garbage collection, NUMA, CPU affinity, kernel, networking, and hardware performance to reduce latency and jitter.
- Partner with traders, quantitative researchers, clients, and market-access teams to translate requirements into engineering designs.
- Build deterministic unit, integration, performance, latency-regression, chaos, and failover testing frameworks.
- Develop monitoring, reconciliation, recovery, and disaster-recovery tooling and provide senior-level production incident support.
- Lead architecture decisions, technical roadmaps, mentoring, and delivery coordination across onshore and offshore engineering teams.
Requirements
- Extensive software engineering experience building risk-management, position-keeping, or other latency-critical systems for cash equities or algorithmic trading.
- Hands-on expertise in low-latency Java and/or C++, including multithreading, concurrency, lock-free data structures, Java NIO, and JVM or garbage-collection performance tuning.
- Experience with Aeron, Solace, or equivalent low-latency messaging, shared-memory, and IPC technologies.
- Experience with real-time distributed risk systems and asynchronous, event-driven architectures.
- Practical experience with NUMA-aware design, CPU pinning and isolation, Linux kernel and operating-system tuning, kernel bypass, RDMA, or specialized NIC tuning.
- Strong knowledge of automated testing, test-driven development, quality engineering, performance optimization, and jitter reduction.
- Experience with Agile/Scrum, Rational Unified Process, and continuous integration and delivery practices.
- Demonstrated leadership or technical-lead experience managing or guiding engineering teams delivering high-performance trading systems.
- Strong communication skills for working with globally distributed trading, quantitative, infrastructure, and support stakeholders.
- Working knowledge of regional exchange microstructure and regulatory requirements for cash equities electronic trading and risk controls.
- Rust experience is a plus.
Benefits
- Hybrid working model with up to two days working from home per week.
- 27 days of annual leave plus bank holidays.
- Discretionary annual performance-related bonus.
- Private medical care and life insurance.
- Employee Assistance Program, pension plan, and paid parental leave.
- Employee discounts and access to learning and development resources.
- Full-time position.
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.