Low Latency Java Algo Developer, Fixed Income Trading, Vice President

Citibank (Switzerland) AG; New York (NY); On-site; Confidential; Full time

Job summary

Citibank (Switzerland) AG in New York is looking for an experienced Software Engineer to join the Fixed Income Algo Technology team. You will support internal market making and algorithmic trading, leveraging your expertise in Low Latency Java development and strong software development fundamentals. The role requires collaboration with e-trading teams and the ability to work in a fast-paced environment. Ideal candidates have 6-10 years of experience and skills in messaging technologies, as well as a good understanding of performance tuning in Linux.

Qualifications

• 6-10 years of Low Latency Java development experience in trading.
• Strong fundamentals in data structures and algorithms.
• Experience implementing market data processing applications.

Responsibilities

• Support live trading with e-trading teams.
• Define the direction of Rates algorithmic trading.
• Troubleshoot performance issues within the Java/Linux stack.

Skills

Low Latency Java development

Rust

Core Java

Messaging technologies (Solace, Kafka)

Python

TDD

Linux performance tuning

Tools

Chronicle

Aeron

Job description

For additional information, please review .Citi’s Mission and Value Proposition explain what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.**Job Purpose**: Fixed Income Algo Technology team in North America supports Citi’s Internal Market Making, Algorithmic Trading, and internal matching for the Spread Product algo trading business. We’re seeking to hire an experienced software engineer to advance the suite of algo trading platform **Key Responsibilities / Role:** • Work with other etrading teams to support live trading• Play partnership role defining the direction of Rates algorithmic trading at Citi **Knowledge/Experience:** • 6-10 years of extensive Low Latency Java development experience in front office / trading required• Rust experience is advantageous• Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysis• At least 2 years of extensive hands on coding experience in Core Java within low latency, high throughput distributed applications• Experience with messaging technologies like Solace, Kafka etc.• Experience with Chronicle and/or Aeron• Experience implementing and supporting market data processing applications and algorithmic trading strategies • Experience building back-testing frameworks and historical data storages• Basic Linux system performance tuning and monitoring, ability to troubleshoot performance issues within Java/Linux stack • Working knowledge of no GC Java techniques and lock free thread safe algorithms • Experience with Python, Spring, TDD, KDB or any other tick data storages**Competencies:** • Strong verbal and written communication skills; ability to communicate with business users • Strong analytical and problem solving skills• Good team working skills and ability to work in a distributed global team environment • Ability to work on a fast-pace environment