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

Citigroup Inc.; Tampa (FL); On-site; USD 114,000 - 171,000; Full time

Job summary

Citi is seeking an experienced software engineer to advance the fixed income algo trading platform in North America. You will build and optimize low latency engines, collaborate with trading quants, and deliver high-throughput systems that directly impact client franchises.

The role involves maintaining large codebases, applying best software practices, and partnering with business units to push technology stack beyond near term objectives. This is a full-time position based in Tampa, FL.

Qualifications

• 6-10 years of extensive Low Latency Java development experience in front office / trading.
• Experience with messaging technologies like Solace, Kafka etc.
• Experience implementing and supporting market data processing applications and algorithmic trading strategies.
• Experience building back-testing frameworks and historical data storages.
• Bachelor’s degree in Computer Science, Information Science, engineering or related technical or quantitative discipline.

Responsibilities

• Develop reusable algo trading engines with focus on low latency execution strategies.
• Ensure strong reliability, scalability and performance of the core algo components.
• Work with other etrading teams to support live trading.
• Learn and maintain large code base, improve design and quality of the algo trading strategies code.
• Partner with business to drive technology stack beyond near term objectives.

Skills

Low latency Java

Rust

Core Java

Messaging (Solace, Kafka)

Linux performance tuning

Python

No-GC Java techniques

Tick data storages

Education

Bachelor's degree in Computer Science or related

Tools

Gradle

Git

TeamCity

Jenkins

Artifactory

Job description

About Citi

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

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.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

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’reseeking to hire an experienced software engineer to advance the suite of algo trading platform creating a best in class, next generation product for our clients’ franchise.

This is a challenging and exciting opportunity to contribute to one of the largest and most sophisticated algo platforms. It will involve working directly with trading and quants to solve both business and technology problems with a direct measurable impact on the business.

Key Responsibilities / Role:

• Develop reusable algo trading engines with focus on low latency execution strategies
• Ensure strong reliability, scalability and performance of the core algo components
• Work with other etrading teams to support live trading
• Learn and maintain large code base, improve design and quality of the algo trading strategies code
• Partner with business to drive technology stack beyond near term objectives
• Adhere to engineering standards and strive for best in class solutions

Job Opportunities:

• Work on high profile algo trading projects that deliver next-generation performance and functionality
• Apply best software architecture and design practices for algo trading strategies development
• Use scientific approach to improve performance of trading applications
• Play partnership role defining the direction of Rates algorithmic trading at Citi
• Harness capabilities of modern technologies and be accountable for the positive impact of delivery
• Significant profile exposure through business impacting projects

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
• Build tools, gradle, git, teamcity, jenkins, artifactory
• Strong academic record, ideally with a Bachelor’s degree in Computer Science, Information Science, engineering or related technical or quantitative discipline

Competencies:

• Strong verbal and written communication skills; ability to communicate with business users
• Self-motivated individual with determination to achieve goals
• Willingness to learn, both technically and professionally
• 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
• Flexible and able to deliver quality results in the required timeframe

Job Family Group:

Technology

Job Family:

Applications Development

Time Type:

Full time

Primary Location:

Tampa Florida United States

Primary Location Full Time Salary Range:

$113,840.00 - $170,760.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.