Senior Lead, Real-Time Market Data Platform

Citi; New York (NY); On-site; USD 177,000 - 265,000; Full time

Job summary

Citi is seeking a Senior Market Data Platform Engineer in the Equities Technology group to design and deliver next-generation, real-time market data platforms with low latency and high throughput. The role spans global regions, collaborating with trading desks, quants, and infrastructure teams to ensure deterministic performance.

You will own wire-to-consumer latency, contribute to architectural decisions, and optimize Linux kernel and networking to meet strict latency targets.

Qualifications

• 12+ years of hands-on engineering in low-latency, high-throughput systems.
• Experience building real-time market data distribution platforms in a global institution.
• Proficient with UDP multicast in production environments.
• Deep knowledge of NUMA, core pinning/CPU isolation, IRQ affinity, memory locality.
• Production Aeron experience with back-pressure management and diagnostics.

Responsibilities

• Design and develop Citi’s real-time market data distribution platforms across regions.
• Build high-performance C++ components for data ingestion and fan-out.
• Define and enforce platform standards for market data semantics and correctness.
• Engineer the wire-to-consumer hot path with NUMA-aware design and cache locality.
• Own OS and runtime optimizations including Linux kernel tuning and threading models.
• Ensure deterministic performance under burst load and volatility in markets.
• Use Aeron for high-performance fan-out and manage back-pressure and loss/replay semantics.
• Develop latency observability with histograms and regression safety.
• Drive SDLC discipline with automation and shift-left testing.
• Leverage Citi’s AI-enabled SDLC tooling to enhance productivity.

Skills

C++

Low-latency

Real-time data

System design

Latency optimization

Communication

Education

Bachelor's degree

Tools

Aeron

UDP multicast

Linux kernel tuning

Job description

Citi is seeking a Senior Market Data Platform Engineer in the Equities Technology group to design and deliver next-generation, real-time market data platforms with low latency and high throughput. The role spans global regions, collaborating with trading desks, quants, and infrastructure teams to ensure deterministic performance.

You will own wire-to-consumer latency, contribute to architectural decisions, and optimize Linux kernel and networking to meet strict latency targets.