Senior C++ Risk Engine Architect (Hybrid)

Citibank (Switzerland) AG; Tampa (FL); Hybrid; Confidential; 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 for Citi's global trading book infrastructure. You will develop scalable, low-latency systems supporting large-scale stress testing and complex risk metrics across multi-asset portfolios.

You will work with quantitative analysts and risk managers to translate models into production code, identify bottlenecks, and guide engineering standards.

Qualifications

• 5+ years of professional C++ development experience.
• Strong STL/Boost, modern C++17/20.
• Experience with multi-threading and profiling on Linux.

Responsibilities

• Design and build high-performance risk calculation engines for multi-asset portfolios.
• Architect low-latency systems for FRTB and stress testing.
• Lead software development from planning to production deployment.
• Translate models into production-grade software with analysts and risk managers.
• Identify and resolve CPU/memory bottlenecks using optimization techniques.
• Define coding standards and guide engineering direction.

Skills

C++17/20

STL & Boost

RAII & smart pointers

Multi-threading

Intel TBB/OpenMP

Performance optimization

Linux profiling tools

Education

Bachelor's degree in a relevant discipline

Tools

Intel VTune

Valgrind

GDB

perf

Job description

Citi's Market Risk Technology team seeks a Senior C++ Developer to design, optimize, and build high-performance risk calculation engines for Citi's global trading book infrastructure. You will develop scalable, low-latency systems supporting large-scale stress testing and complex risk metrics across multi-asset portfolios.

You will work with quantitative analysts and risk managers to translate models into production code, identify bottlenecks, and guide engineering standards.