Senior C++ Real-Time Market Data Engineer

Relha LLC; Jersey City (NJ); On-site; USD 177,000 - 265,000; Full time

Job summary

Citi’s Equities Technology organization is seeking a hands-on Senior Market Data Platform Engineer to join the Market Data Engineering team, focusing on real-time distribution platforms supporting global Equities trading and multi-asset coverage over time.

The role requires designing, implementing and optimizing wire-to-consumer latency, featuring NUMA awareness, core pinning, lock-free concurrency, and Aeron-based fan-out, with close collaboration across trading desks, quants, and

Qualifications

• 12+ years of hands-on engineering experience building low-latency, high-throughput systems.
• Deep, hands-on experience with UDP multicast in production environments.
• Strong understanding of low-latency techniques, including NUMA, core pinning / CPU isolation, IRQ affinity, kernel and network tuning, memory management, and cache locality.
• Production experience using Aeron, including transport/driver tuning, back-pressure management, loss/replay semantics, and performance diagnostics.
• Ownership of wire-to-consumer latency observability, including histograms, tail analysis, and regression detection.
• Understanding of exchange microstructure and regional market structure differences across global venues.

Responsibilities

• Design and develop Citi’s next-generation real-time market data distribution platforms delivering normalized market data to multiple internal consumers across regions.
• Build and evolve performance-critical C++ components for market data ingestion, normalization, and fan-out.
• Define and enforce platform standards for market data semantics, schemas, and correctness guarantees.
• Engineer the end-to-end wire-to-consumer hot path, with explicit focus on NUMA-aware design, core pinning / CPU isolation, lock-free concurrency, memory layout, and cache locality.
• Own operating-system and runtime-level optimizations, including Linux kernel and network tuning, IRQ affinity, threading models, and performance profiling.
• Ensure deterministic performance under burst load, packet loss, and volatile market conditions.
• Use Aeron (or equivalent) for high-performance fan-out and IPC, with hands-on responsibility for driver configuration, transport selection, and tuning.
• Own latency measurement and observability using histograms and tail analysis; establish baselines and alerting on distribution shifts.
• Drive high standards in code quality, automated testing, and SDLC discipline, with emphasis on correctness and latency regression safety.
• Leverage Citi’s AI-powered SDLC tooling to enhance productivity, code quality, and engineering effectiveness.

Skills

C++

UDP multicast

Latency optimization

Communication skills

Latency observability

Education

Bachelor's degree in CS/Engineering

Tools

Aeron

Job description

Citi’s Equities Technology organization is seeking a hands-on Senior Market Data Platform Engineer to join the Market Data Engineering team, focusing on real-time distribution platforms supporting global Equities trading and multi-asset coverage over time.

The role requires designing, implementing and optimizing wire-to-consumer latency, featuring NUMA awareness, core pinning, lock-free concurrency, and Aeron-based fan-out, with close collaboration across trading desks, quants, and