Senior Software Engineer, CalcGraphs - Vice President

Citigroup Inc.; City Of London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading global financial services company is seeking a Senior Engineer for their XiP platform. This role involves designing and maintaining a high-performing calculation engine that handles extensive risk calculations. The ideal candidate has strong Java skills, experience with distributed systems, and a background in Agile development. This position offers opportunities to mentor mid-level developers and influence strategy for future engine versions.

Qualifications

• Multiple years of professional software development experience with Java.
• Experience designing, building, and maintaining large-scale, distributed systems.
• Strong understanding of object-oriented programming and design patterns.

Responsibilities

• Design, build, and maintain the calculation engine at the heart of the XiP platform.
• Monitor and analyze distributed execution of large-scale risk calculations.
• Provide specialized customer support to optimize and improve large, distributed calculations.

Skills

Java

Spring

Distributed systems

RESTful API design

Object-oriented programming

NoSQL databases

Cloud platforms

Docker

Kubernetes

Python

CI/CD practices

Agile/Scrum

Education

Bachelor’s or Master’s degree in Computer Science, Engineering, or related field

Job description

Team Overview

XiP is building a next-generation cross-asset calculation system for Citi trading desks and enterprise users in the largest global financial markets and exchanges in New York, London, and other major financial hubs.

Our team owns multiple Java Spring Boot Services that execute, partition, and track quantitative risk graphs/trades in a distributed environment. These graphs can fail due to their complexity and our system must adapt quickly to these failures to provide a seamless experience for clients.

XiP Compute Services are deployed onto OpenShift and Amazon’s Elastic Kubernetes Service (EKS). An important initiative in 2025 will be onboarding Google’s Kubernetes Engine to further expand our coverage. Our system scales on-demand, and we can run up to tens of thousands of replicas of our services across all asset classes.

Role Overview

We are seeking a Senior Engineer to fill the role of ‘Applications Development Technology Lead Analyst’ on the XiNG large scale distributed calculation platform (XiP).

In this role you will design, build, and maintain the calculation engine at the heart of the XiP platform. This engine is responsible for c. 0.5 billion risk & suitability calculations at Citi every day. A single customer run compresses 17 million minutes of compute into a single 90-minute execution.

Run on hundreds of thousands of pods across the entire XiP platform every day this calculation engine is both highly performant and rapidly changing to support new scenarios, technologies, and infrastructure.

As an engineer working on the calculation engine. You will work closely with software engineers, DevOps, and our customers to ensure reliable, secure, and scalable operations of our platform.

Responsibilities:

• Take part of the shared responsibility for the long-term strategic direction of the XiP Calculation Engine:
• Apply your experience and skills to develop the future versions of the calculation engine.
• Serve as advisor or coach to team members, allocating and overseeing work:
• Mentor and guide mid-level developers, providing technical advice, code reviews, and career development support.
• Implement changes and improvements to Citi's Risk Calculation Engine, including analyzing and designing improvements to the distribution mechanisms of the engine which regularly parallelizes 250,000 hours of compute into a single 90-minute execution:
• Lead the design, development, and implementation of enhancements to the Risk Calculation Engine, focusing on optimizing its distribution mechanisms.
• Operationally support the optimization of Risk calculations by examining and providing SME level insight into the distributed execution of extremely large calculations:
• Monitor and analyze the distributed execution of large-scale risk calculations, identifying performance bottlenecks and inefficiencies.
• Plan, coordinate, and execute strategic changes to the engine to reach the next scaling milestone:
• Develop and manage strategic initiatives aimed at scaling the Risk Calculation Engine to meet future business demands.
• Provide specialized customer support to optimize and improve large, distributed calculations.
• Act as a primary point of contact for clients to address issues and optimize inefficiencies that arise during distributed workload execution.

Qualifications:

• Multiple years professional software development experience with Java.
• Solid experience with Java frameworks (e.g., Spring, Spring Boot, Quarkus).
• Experience designing, building, and maintaining large-scale, distributed systems.
• Experience with RESTful API design and implementation.
• Strong understanding of object-oriented programming and design patterns.
• Exposure to NoSQL databases (e.g., MongoDB, Cassandra) is a plus.
• Exposure to cloud platforms (e.g., AWS, Azure, GCP) and containerization (e.g., Docker, Kubernetes) is desirable.
• Experience with unit testing, integration testing, and test automation frameworks (e.g., JUnit, Mockito).
• Experience working in Agile/Scrum development environments.
• Practical experience with Python for scripting, automation, or data processing tasks.
• Experience with CI/CD pipelines and DevOps practices is a plus.

Education:

Bachelor’s or Master’s degree in Computer Science, Engineering, or a related field.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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