Senior C++ Risk Engine Engineer (Hybrid)

Citigroup Inc.; Tampa (FL); Hybrid; USD 114,000 - 171,000; Full time

Job summary

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

In this senior role you will collaborate with quantitative analysts, risk managers, and senior technologists to translate complex models into production-grade software, shape

Qualifications

• 5+ years of professional C++ development (C++17/20) with STL/Boost.
• Experience optimizing CPU/memory-bound apps using cache/locality and SIMD.
• Hands-on multi-threaded programming with synchronization and parallel frameworks.
• Proficiency with Linux profiling/debugging tools (Valgrind, VTune, GDB, etc).
• Ability to translate quantitative models into production-grade software.

Responsibilities

• Design and build high-performance C++ risk engines for multi-scenario stress tests.
• Architect low-latency, scalable systems for FRTB and stress testing frameworks.
• Lead all software development phases from feasibility to production implementation.
• Translate quantitative risk models into robust code alongside analysts and risk managers.
• Identify and resolve performance bottlenecks in CPU- and memory-bound systems.
• Define and enforce engineering standards for long-term quality and stability.
• Advise senior stakeholders on technical solutions and architectural direction.

Skills

Modern C++ (C++17/20)

STL & Boost

Multi-threading

Performance optimization

Linux tools

Cross-functional collaboration

Education

Bachelor's degree or equivalent

Tools

Intel TBB

OpenMP

std::execution

Valgrind

VTune

GDB

Job description

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

In this senior role you will collaborate with quantitative analysts, risk managers, and senior technologists to translate complex models into production-grade software, shape