Senior Real-Time Market Data Engineer - C++ (Low-Latency)

Citi; Jersey City (NJ); Sur place; USD 177 000 - 265 000; Plein temps

Résumé du poste

Citi’s Equities Technology organization is seeking a hands-on Senior Market Data Platform Engineer to design and deliver Citi’s next-generation real-time market data platforms for global Equities trading, with a roadmap toward multi-asset coverage.

The role requires deep ownership of wire-to-consumer latency, NUMA-aware design, and Aeron-based fan-out, collaborating with trading desks, quants, and infrastructure teams across regions to meet strict latency and data-didelity targets.

Qualifications

• 12+ years of engineering in low-latency, high-throughput systems.
• Experience designing real-time market data platforms in global institutions.
• Expertise with UDP multicast in production environments.
• Deep knowledge of NUMA, core pinning, CPU isolation, IRQ affinity, tuning, and memory locality.
• Producing with Aeron, including tuning, back-pressure management, and diagnostics.
• Ownership of wire-to-consumer latency observability and regression detection.
• Understanding of exchange microstructure across venues.
• Ability to prioritize multiple initiatives in a fast-paced, globally distributed environment.
• Excellent communication to explain complex systems to engineers, quants, and traders.

Responsabilités

• Design and develop Citi’s real-time market data distribution platforms.
• Build and evolve performance-critical C++ components for ingestion, normalization, and fan-out.
• Define and enforce platform standards for data semantics and correctness.
• Engineer the end-to-end wire-to-consumer hot path with NUMA awareness and cache locality.
• Own OS/runtime optimizations including Linux kernel tuning.
• Ensure deterministic performance under burst load and packet loss.
• Use Aeron for high-performance fan-out and IPC, tuning and back-pressure behavior.
• Own latency measurement and observability with histograms and tail analysis.
• Drive code quality, testing, and SDLC discipline; leverage AI-powered tooling.
• Evolve Agile practices and CI/CD with shift-left testing.

Connaissances

Low-latency design

Modern C++

UDP multicast

Aeron

Latency observability

Communication with stakeholders

Global real-time data

NUMA & pinning

Linux kernel tuning

Formation

Bachelors in CS/Engineering

Outils

Aeron

Linux performance tooling

Description du poste

Citi’s Equities Technology organization is seeking a hands-on Senior Market Data Platform Engineer to design and deliver Citi’s next-generation real-time market data platforms for global Equities trading, with a roadmap toward multi-asset coverage.

The role requires deep ownership of wire-to-consumer latency, NUMA-aware design, and Aeron-based fan-out, collaborating with trading desks, quants, and infrastructure teams across regions to meet strict latency and data-didelity targets.