Senior Software Engineer Rust OR C++ Equities

Citi; Pune District; On-site; INR 2,400,000 - 4,200,000; Full time

Job summary

Citi is seeking a Senior Software Engineer for its Equities Low-Latency Trading Technology team. You will design, develop, and optimize ultra-fast trading systems using Rust and C++, driving the migration of critical components to Rust while maintaining sub-microsecond performance.

You will work with Quant researchers, traders, and product managers to translate complex strategies into robust, production-ready software, leveraging deep systems knowledge and modern software engineering practices.

Qualifications

• Expert in C++11/14/17/20 with modern practices.
• Strong Rust knowledge and ownership model.
• Experience with Linux kernel/system internals.
• Familiarity with low-latency networking and profiling tools.

Responsibilities

• Architect, build, and maintain ultra-low-latency trading systems using Rust and C++.
• Lead migration of critical trading components from C++ to Rust while preserving performance.
• Profile and optimize systems to achieve sub-microsecond latencies.
• Build real-time telemetry, monitoring, and alerting tooling for production systems.

Skills

C++

Rust

Low-latency

Linux internals

Concurrency

Socket programming

Education

Bachelor's/Master's in CS or related field

Tools

GDB

Perf

CMake

Git

Jenkins

DPDK

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

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 requirements and market conditions.
• Quality Focus: Commitment to writing clean, well-documented, and thoroughly tested code.

Job Family Group

Technology

Job Family

Applications Development

Time Type

Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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