3 months 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 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.