Senior Real-Time C++ Market Data Engineer

Citibank (Switzerland) AG; Jersey City (NJ); Hybrid; Confidential; Full time

Job summary

Citi is hiring a Senior Market Data Engineer in Jersey City to design and deliver real-time market data distribution platforms. You will build high-performance C++ components for ingestion, normalization, and fan-out, with a focus on latency, determinism, and scalable data delivery across regions.

Responsibilities include end-to-end latency optimizations, OS-level tuning, and leveraging Aeron for high-throughput IPC.

Qualifications

• 12+ years of hands-on engineering experience building low-latency, high-throughput systems.
• Strong proficiency in modern C++ and real-time market data platforms.
• Experience owning real-time market data distribution in a global financial institution (Equities preferred).

Responsibilities

• Design and develop Citi’s next-generation real-time market data distribution platforms.
• Build and evolve performance-critical C++ components for market data ingestion, normalization, and fan-out.
• Define and enforce platform standards for market data semantics and correctness guarantees.
• Engineer end-to-end wire-to-consumer hot path with NUMA-awareness and CPU isolation.
• Own OS/runtime optimizations, including Linux kernel and network tuning.
• Ensure deterministic performance under burst load and packet loss.
• Use Aeron for high-performance fan-out and IPC, with driver configuration and tuning.
• Own latency measurement and observability using histograms and tail analysis.
• Drive code quality, testing, and SDLC discipline with shift-left testing.

Skills

C++

Low-latency design

Real-time market data

Aeron

UDP multicast

Latency observability

Linux kernel tuning

Education

Bachelor's degree in Computer Science or Engineering

Tools

Aeron

Job description

Citi is hiring a Senior Market Data Engineer in Jersey City to design and deliver real-time market data distribution platforms. You will build high-performance C++ components for ingestion, normalization, and fan-out, with a focus on latency, determinism, and scalable data delivery across regions.

Responsibilities include end-to-end latency optimizations, OS-level tuning, and leveraging Aeron for high-throughput IPC.