2 days ago
London, United KingdomStaff+
Responsibilities
- Lead the architecture and development of high-performance, low-latency pricing, hedging, and execution systems for fixed-income products.
- Write hands-on production code in Java and Rust and establish standards for performance, quality, and reliability.
- Define the technology vision for a scalable and resilient order management platform.
- Optimize trading workflows and tune hardware, operating systems, network stacks, and JVMs for ultra-low latency.
- Partner with traders, quants, and product managers to translate business requirements into technical solutions.
- Mentor junior and mid-level engineers and lead complex, business-critical software projects.
- Serve as a senior escalation point for complex production issues and platform stability.
Requirements
- Extensive professional software development experience, including significant front-office experience focused on low-latency algorithmic trading.
- Deep knowledge of fixed-income Rates and Credit products, pricing, risk sensitivities, hedging relationships, electronic trading, market data, and trade lifecycles.
- Expert proficiency in Java and Rust for performance-critical, low-latency programming.
- Experience designing, developing, and maintaining fixed-income quantitative pricing containers and low-latency pricing, hedging, and execution systems.
- Experience integrating and managing vendor connectivity such as Redline and ION.
- Strong knowledge of high-performance messaging middleware such as Aeron and Solace.
- Experience with CPU isolation, thread pinning, NUMA-aware memory layouts, kernel-bypass networking, interrupt affinity, huge pages, and JVM garbage-collection tuning.
- Experience designing and building complex distributed and fault-tolerant systems.
- Experience with Git, Jenkins, and containerization technologies such as Docker and OpenShift.
- Demonstrated experience leading software projects, mentoring engineers, and making architectural decisions.
- Excellent analytical, problem-solving, communication, and interpersonal skills.
- Bachelor’s or master’s degree in Computer Science, Engineering, Mathematics, or a related field.
- Working knowledge of fixed-income market microstructure across venues such as CME, Eurex, ICE, MTS, BrokerTec, and FMX is preferred.
Benefits
- Full-time position within Citi’s Fixed Income Technology Applications Development organization.
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.