Senior Software Engineer, CalcGraphs - Vice President

Citi; City Of London; On-site; GBP 125,000 - 150,000; Full time

Job summary

A leading global financial institution in London is seeking a Senior Engineer for a key position on its distributed calculation platform. The role involves developing and maintaining the core calculation engine that performs millions of risk calculations daily. Ideal candidates will have extensive Java experience, particularly with frameworks like Spring Boot, and a strong background in designing distributed systems. The position offers opportunities for career growth and collaboration in a dynamic environment.

Benefits

Equal opportunity employer

Reasonable accommodations for disabilities

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.

Responsibilities

• Take part of shared responsibility for strategic direction of XiP Calculation Engine.
• Serve as advisor or coach to team members, allocating and overseeing work.
• Implement changes and improvements to Citi’s Risk Calculation Engine.

Skills

Java

Spring

Spring Boot

Distributed Systems

RESTful API

Object-Oriented Programming

NoSQL Databases

Cloud Platforms

Containerization

Python

CI/CD Pipelines

Agile/Scrum

Education

Bachelor’s or Master’s degree in Computer Science

Tools

JUnit

Mockito

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 future versions of the calculation engine. This means making it faster, utilizing resources better, and scaling to even greater sizes. It also involves adding new features without impacting performance of the platform in an undesirable manner; small changes multiplied by millions of calculations have a high cost. Solving hard problems such as transferring small amounts of data to a huge number of machines is expected.
• 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. Allocate tasks based on skill sets and project priorities, ensuring balanced workloads and timely delivery. Foster a collaborative and growth‑oriented team environment, encouraging best practices and continuous learning.
• Implement changes and improvements to Citi’s Risk Calculation Engine: Lead the design, development, and implementation of enhancements to the risk calculation engine, focusing on optimizing its distribution mechanisms. Analyze current parallelization strategies and identify opportunities to further improve efficiency, scalability, and throughput.
• Operationally support the optimization of risk calculations: Monitor and analyze the distributed execution of large‑scale risk calculations, identifying performance bottlenecks and inefficiencies. Provide subject‑matter expertise to guide operational improvements, leveraging deep technical knowledge to recommend and implement optimizations that enhance calculation speed and resource utilization.
• Plan, coordinate, and execute strategic changes to the engine: Develop and manage strategic initiatives aimed at scaling the risk calculation engine to meet future business demands. Coordinate with stakeholders to ensure that all scaling efforts are aligned with customer needs.
• 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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