28 days ago
Pune, IndiaSenior
Responsibilities
- Architect, build, and maintain ultra-low-latency equities trading systems using Rust and C++.
- Design reusable APIs and libraries for multiple trading desks.
- Lead migration of critical high-performance C++ components to Rust.
- Profile and optimize systems for sub-microsecond, deterministic performance using CPU pinning, cache-aware structures, lock-free programming, memory-mapped files, and custom allocators.
- Implement concurrent, thread-safe, lock-free algorithms and rigorous unit, integration, property-based, simulation, and back-testing methodologies.
- Ensure high availability, error handling, failover capability, and operational resilience for production trading systems.
- Collaborate with quantitative researchers, traders, and product managers to translate trading strategies into production software.
- Build real-time telemetry, monitoring, and alerting tools and provide level-3 production escalation support during market hours.
Requirements
- Expert-level C++ proficiency and strong Rust proficiency, including advanced language, memory-safety, concurrency, and ecosystem concepts.
- Deep understanding of Linux operating system internals, including kernel tuning, memory management, virtual memory, page faults, and system calls.
- Experience with low-latency networking, TCP/IP, UDP, multicast, and socket programming.
- Understanding of CPU cache hierarchies, TLBs, branch prediction, memory barriers, memory models, and lock-free data structures.
- Solid understanding of equities market structure, order types, exchange protocols, and trading lifecycles.
- Experience with profiling and debugging tools such as gdb, valgrind, perf, VTune, and heaptrack.
- Proficiency with CMake, Cargo, Git, Jenkins, or GitHub Actions.
- Preferred experience includes FPGA integration, hardware acceleration, kernel-bypass technologies, market-making, smart order routing, or statistical arbitrage execution strategies.
- A bachelor's or master's degree in Computer Science, Computer Engineering, or a related quantitative field is preferred.
About Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. For information on Citi’s commitment to privacy, visit on.citi/privacy.