Senior Software Engineer Rust- Assistant Vice President

Citigroup; Pune District; On-site; INR 3,500,000 - 7,000,000; Full time

Job summary

Citigroup's Equities Low-Latency Trading Technology team seeks a Senior Software Engineer with Rust and C++ expertise to design, develop and optimize next-generation trading systems. Lead the migration of critical components from C++ to Rust while preserving ultra-fast execution paths.

You will work on architecture, performance tuning, and real-time telemetry, collaborating with traders and researchers to deliver deterministic, highly reliable software in a demanding market environment.

Qualifications

• 8+ years of relevant experience in high-performance software.
• C++ expert-level proficiency (C++11/14/17/20).
• Strong Rust proficiency with ownership and lifetimes.
• Deep understanding of Linux internals and low-latency networking.
• Knowledge of equities market structure and exchange protocols.
• Experience with profiling/debugging tools.

Responsibilities

• Architect, build, and maintain ultra-low-latency trading systems (gateways, data feeds, execution engines) in Rust and C++.
• Lead migration of critical components from C++ to Rust without compromising performance.
• Design clean, modular APIs and libraries for multiple trading desks.
• Profile and optimize for sub-microsecond latencies and deterministic performance.
• Implement concurrent, lock-free algorithms with robust testing.
• Build telemetry, monitoring, and alerting for production systems.

Skills

C++

Rust

Linux internals

Low-latency networking

Concurrency

Equities domain

Profiling tools

Education

Bachelor's degree in CS/CE

Master's degree preferred

Tools

CMake

Cargo

gdb

Valgrind

Perf

VTune

Heaptrack

Job description

Department Overview

The Equities Technology division is responsible for building and maintaining the high-performance, ultra-low-latency trading infrastructure that powers our global equities business. This includes market data dissemination, order routing, algorithmic execution, smart order routing (SOR), and real-time risk management systems. We operate in a highly competitive environment where microseconds matter, requiring cutting-edge software engineering practices, deep hardware-software co-design, and robust system reliability.

Role Summary

We are seeking an exceptional Senior Software Engineer with deep expertise in Rust and C++ to join our Equities Low-Latency Trading Technology team. In this role, you will design, develop, and optimize our next-generation trading systems. You will lead the strategic transition of legacy high-performance C++ components to modern Rust where safety and concurrency are paramount, while continuing to maintain and optimize critical ultra-low-latency C++ execution paths. This is a highly technical role requiring a strong understanding of computer architecture, operating systems, network protocols, and modern software engineering paradigms.

Key Responsibilities and Skills

8+ YOE is a must have

1. System Design & Development
   • Architect, build, and maintain ultra-low-latency trading systems, including exchange connectivity gateways, market data feeds, and algorithmic execution engines using Rust and C++
   • Design clean, modular, and reusable APIs and libraries that can be leveraged across multiple trading desks.
   • Lead the strategic migration of critical trading components from C++ to Rust, leveraging Rust's memory safety and concurrency guarantees without sacrificing performance.
2. Performance Optimization
   • Profile and optimize systems to achieve sub-microsecond latencies and deterministic performance.
   • Apply low-latency techniques such as CPU pinning, cache-friendly data structures, lock-free programming, memory-mapped files, and custom memory allocators.
   • Utilize kernel bypass technologies (e.g., Solarflare OpenOnload, DPDK, EF_VI) to minimize network stack overhead.
3. Concurrency & Reliability
   • Design and implement highly concurrent, thread-safe, and lock-free algorithms to handle massive throughput with minimal jitter.
   • Implement rigorous testing methodologies, including unit testing, integration testing, property-based testing (in Rust), and high-fidelity simulation/back testing environments.
   • Ensure the high availability and operational resilience of trading systems through robust error handling and failover mechanisms.
4. Collaboration & Support
   • Work closely with quantitative researchers, traders, and product managers to translate complex trading strategies and business requirements into robust, production-ready software.
   • Build real-time telemetry, monitoring, and alerting tools to ensure operational visibility.
   • Provide level-3 escalation support for production systems during market hours.

Required Technical Skills & Qualifications

• Programming Languages
  • C++: Expert-level proficiency in C++ (C++11/14/17/20), with a deep understanding of template metaprogramming, RAII, move semantics, smart pointers, and the standard library (STL).
  • Rust: Strong proficiency in Rust, including ownership/borrowing concepts, lifetimes, unsafe Rust boundaries, macro systems, and the Cargo ecosystem.
• Systems Programming & Low-Latency
  • Deep understanding of Linux operating system internals (kernel tuning, memory management, virtual memory, page faults, system calls).
  • Experience with low-latency networking (TCP/IP, UDP, Multicast) and socket programming.
  • Familiarity with hardware-level concepts: CPU cache hierarchies (L1/L2/L3), TLB, branch prediction, and memory barriers.
• Concurrency
  • Proven experience in multi-threaded programming, memory models (sequential consistency, acquire-release), and lock-free data structures.
• Equities Domain Knowledge
  • Solid understanding of Equities market structure, order types, exchange protocols (FIX, OUCH, ITCH), and trading lifecycles.
• Tools & Infrastructure
  • Experience with profiling and debugging tools (gdb, valgrind, perf, VTune, heaptrack).
  • Proficiency with build systems (CMake, Cargo) and CI/CD pipelines (Git, Jenkins/GitHub Actions).

Preferred Qualifications

• Experience with FPGA integration or hardware acceleration.
• Experience with kernel bypass technologies (Solarflare EF_VI, OpenOnload, DPDK).
• Knowledge of market-making, smart order routing (SOR), or statistical arbitrage execution strategies.
• Bachelor's or Master's degree in Computer Science, Computer Engineering, or a related quantitative field.

Core Competencies

• Analytical Thinking: Strong problem-solving skills with the ability to analyze complex systems and identify performance bottlenecks.
• Collaboration: Excellent communication skills with the ability to work effectively in a fast-paced, cross-functional team environment.
• Adaptability: Eagerness to learn new technologies and adapt to evolving business require