Senior Engineer, Ultra-Low Latency Risk Engine

Citi; New York (NY); Hybrid; USD 180,000 - 320,000; Full time

Benefits offered by this job

27 days annual leave

Discretionary annual bonus

Private Medical Care & Life Insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Employee discounts

Learning and development resources

Job summary

Citi is seeking a Senior Software Engineer – Ultra Low Latency Risk Engine Developer for the Equities Technology team. You will design and deliver a next‑generation, in‑line risk engine with microsecond performance, integrating with connectivity and market data layers across global centers.

The role combines hands‑on engineering, architecture leadership, and cross‑regional collaboration, with mentorship and potential hybrid work options.

Qualifications

• Experience building risk management or latency‑critical systems for cash equities trading at a global bank.
• Strong hands‑on expertise in Low Latency Java and/or C++ (Rust a plus).
• Hands‑on experience with low‑latency messaging/IPC frameworks (Aeron, Solace, or equivalent).
• Background in real‑time distributed risk management for cash equities flow products.
• NUMA-aware design, CPU pinning/affinity, Linux kernel tuning, and low-latency networking.
• Automated testing techniques and quality practices for mission‑critical systems.
• Excellent communication across multicultural, cross‑regional teams.
• Knowledge of regional exchange microstructure and regulatory regimes.

Responsibilities

• Integrate functions for new products and processes to meet goals.
• Resolve high‑impact problems through analysis of business and system processes.
• Provide programming and architecture expertise to teams.
• Develop coding, testing, debugging standards and practices.
• Analyze business areas to achieve goals and drive improvements.
• Coach mid‑level developers and analysts.
• Assess risk and ensure compliance with laws and policies.
• Design and maintain ultra low‑latency risk engine for cash equities.
• Architect high‑performance multi‑threaded components for sub‑microsecond decisions.
• Integrate risk modules with connectivity and market data feeds.
• Tune systems to minimize latency and jitter across paths.

Skills

Low Latency Java/C++

Multithreading

Lock-free data structures

Java NIO

JVM GC tuning

Aeron

Solace

Real-time risk management

NUMA design

CPU pinning

Linux kernel tuning

RDMA

Automated testing

Communication

Regulatory knowledge

Education

Bachelor’s degree/University degree or equivalent experience

Master’s degree preferred

Tools

Aeron

Solace

Job description

Citi is seeking a Senior Software Engineer – Ultra Low Latency Risk Engine Developer for the Equities Technology team. You will design and deliver a next‑generation, in‑line risk engine with microsecond performance, integrating with connectivity and market data layers across global centers.

The role combines hands‑on engineering, architecture leadership, and cross‑regional collaboration, with mentorship and potential hybrid work options.