Senior C++ Risk Engine Developer (Hybrid)

Citi; New York (NY); Hybrid; USD 114,000 - 171,000; Full time

Benefits offered by this job

Hybrid working

Competitive compensation

Learning & development resources

Job summary

Citi seeks a Senior C++ Application Developer to design and optimize high-performance risk engines for global trading books. You will lead development across multi-asset portfolios, focusing on low-latency, scalable solutions and close collaboration with analysts and risk managers.

The role offers hybrid work with three days in office and two remote, enabling ownership of technically demanding projects and exposure to regulatory risk metrics and stress testing at a global scale.

Qualifications

• Bachelor's degree in a relevant discipline or equivalent professional experience.
• 5+ years of professional experience writing clean, modern C++ (C++17/20) with STL/Boost.
• Experience optimizing CPU-bound and memory-bound apps using cache/locality, SIMD, and allocation minimization.

Responsibilities

• Design and build high-performance C++ risk calculation engines for multi-scenario stress tests.
• Architect low-latency, scalable systems for FRTB and stress testing frameworks.
• Lead all phases of software development from feasibility to production implementation.
• Translate quantitative risk models into production-grade software with analysts and risk managers.
• Identify and resolve performance bottlenecks in CPU/memory bound systems.
• Enforce engineering standards and guide architectural direction of risk platforms.

Skills

C++17/20

STL

Boost

RAII

Smart pointers

Move semantics

Multithreading

Education

Bachelor's degree

Tools

Valgrind

gprof

Intel VTune

perf

GDB

Intel TBB

OpenMP

Job description

Citi seeks a Senior C++ Application Developer to design and optimize high-performance risk engines for global trading books. You will lead development across multi-asset portfolios, focusing on low-latency, scalable solutions and close collaboration with analysts and risk managers.

The role offers hybrid work with three days in office and two remote, enabling ownership of technically demanding projects and exposure to regulatory risk metrics and stress testing at a global scale.