Senior C++ Low-Latency Risk Engine Developer (Hybrid)

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 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.