Senior C++ Application Developer VP

Citi; Tampa (FL); Hybrid; USD 114,000 - 171,000; Full time

Job summary

Citi's Market Risk Technology team seeks a Senior C++ Developer to design, optimize, and build high-performance risk calculation engines central to Citi's trading book infrastructure.

You'll develop scalable, low-latency systems for stress testing and regulatory metrics like VaR and Expected Shortfall across global portfolios, collaborating with analysts and risk managers to translate models into production code.

Qualifications

• 5+ years of professional experience writing clean, modern C++ (C++17/20) with STL/Boost.
• Experience optimizing CPU-bound and memory-bound applications.
• Hands-on multi-threaded programming with profiling and debugging tools.

Responsibilities

• Design and build high-performance C++ risk calculation engines for multi-scenario stress runs.
• Architect low-latency, scalable systems for regulatory risk metrics across global portfolios.
• Lead software development lifecycle from planning to production.
• Translate quantitative risk models into production code in collaboration with analysts.

Skills

5+ years C++

C++17/20

STL/Boost

RAII/Smart pointers

multi-threading

performance optimization

Intel TBB/OpenMP

gprof/Valgrind/Vtune

Education

Bachelor's degree or equivalent

Tools

Intel TBB

OpenMP

std::execution

Valgrind

Intel VTune

GDB

Job description

Citi's Market Risk Technology team is hiring a Senior C++ Developer to design, optimize, and build the high-performance risk calculation engines that sit at the core of Citi's global trading book infrastructure. In this role, you will develop and maintain scalable, low-latency systems that execute large-scale stress testing scenarios and complex risk calculations — including Expected Shortfall, Value at Risk (VaR), and sensitivity-based measures — across multi-asset portfolios worldwide. You will operate with a high degree of autonomy, acting as a subject matter expert to senior stakeholders and cross-functional teams at the intersection of high-performance computing and financial risk.

Responsibilities

• Design and build high-performance C++ risk calculation engines capable of executing multi-scenario stress runs and regulatory risk metrics across global multi-asset portfolios.
• Architect low-latency, scalable systems that meet the computational demands of the Fundamental Review of the Trading Book (FRTB) and enterprise-wide stress testing frameworks.
• Lead all phases of software development — from feasibility assessment and technical planning through construction, testing, and production implementation.
• Translate complex quantitative risk models and regulatory requirements into robust, maintainable production code in close collaboration with quantitative analysts and risk managers.
• Identify and resolve performance bottlenecks in CPU-bound and memory-bound systems, applying techniques such as cache optimization, SIMD vectorization, and memory allocation reduction.
• Define and enforce engineering standards across the codebase, contributing to long-term system quality and operational stability.
• Advise senior stakeholders and cross-functional technology groups on advanced technical solutions, shaping the architectural direction of risk technology platforms.

Required Qualifications & Skills

• 5 or more years of professional experience writing clean, modern C++ (C++17 or C++20), with deep command of the Standard Template Library (STL), Boost libraries, RAII, smart pointers, and move semantics.
• Demonstrated ability to optimize CPU-bound and memory-bound applications using cache-locality techniques, memory alignment, SIMD vectorization, and allocation minimization strategies.
• Hands-on experience with multi-threaded programming, including synchronization primitives, lock-free data structures, and parallel computing frameworks such as Intel TBB, OpenMP, or std::execution.
• Proficiency using performance profiling and debugging tools in Linux environments, including Valgrind, gprof, Intel VTune, perf, and GDB.
• Ability to work directly with quantitative analysts, risk managers, and regulatory reporting teams to convert mathematical models and regulatory rules into production-grade software.
• Bachelor's degree in a relevant discipline or equivalent professional experience.

What We Offer

• Hybrid working — 3 days in the office and 2 days working remotely, giving you structure alongside flexibility.
• Ownership of technically demanding, high-impact engineering problems that directly influence regulatory and risk outcomes at global scale.
• Close collaboration with quantitative analysts, risk managers, and senior technology leaders, broadening your expertise across both engineering and financial risk domains.
• Access to learning and development resources that support continued technical growth and career progression.
• A performance-driven environment where your contributions are visible, valued, and directly tied to business outcomes.
• Competitive compensation and financial wellbeing support, reflective of seniority and the strategic nature of the role.

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.

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

Most Relevant Skills

Please see the requirements listed above.

Anticipated Posting Close Date

Sep 15, 2026

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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