Senior Software Engineer - Ultra Low Latency Risk Engine Developer (VP)

Citi; New York (NY); Hybrid; USD 180.000 - 320.000; Vollzeit

Benefits dieser Stelle

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

Zusammenfassung

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.

Qualifikationen

• 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.

Aufgaben

• 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.

Kenntnisse

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

Ausbildung

Bachelor’s degree/University degree or equivalent experience

Master’s degree preferred

Tools

Aeron

Solace

Jobbeschreibung

Senior Software Engineer – Ultra Low Latency Risk Engine Developer (VP)

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

Engineer the future of global finance. At Citi, our Tech team doesn’t just support finance – we are helping to redefine it. Every day, $5 trillion crosses through our network. We do business in 180+ countries operating at a scale few can match. From deploying advanced AI to helping shape global markets, we build systems that matter. Look to join a team where your work helps influence economies, your ideas can drive innovation and outcomes, and your growth is backed by mentorship, continuous learning and flexibility with potential hybrid work opportunities. Help solve real-world challenges that touch millions and get the opportunity to build the future of finance with Citi Tech.

Citi's Equities Technology organization is seeking a Senior Software Engineer – Ultra Low Latency Risk Engine Developer to join the Equities Electronic Execution (Electronic Trading) technology team. This role is focused on the design, development, and delivery of Citi's next-generation low‑latency Risk Engine for cash equities and its integration into the broader execution platform — encompassing the Centralised Position Service, Client Connectivity, Market Access layers, and high-throughput market data processing.

The engineer will own critical, latency‑sensitive risk‑checking components that sit directly in the cash equities trading hot path, ensuring pre‑trade and real‑time risk controls are enforced with microsecond‑level performance while maintaining correctness and resiliency at scale. This is a hands‑on, deeply technical role that also carries leadership responsibilities — mentoring engineers, driving architecture decisions, and coordinating delivery across global development centers.

The person will collaborate closely with product development, quantitative research, technology infrastructure, production support, and QA teams, with close alignment to global strategy and cross‑regional delivery (APAC, EMEA, NAM).

Responsibilities

• Partner with multiple management teams to ensure appropriate integration of functions to meet goals as well as identify and define necessary system enhancements to deploy new products and process improvements
• Resolve variety of high impact problems/projects through in-depth evaluation of complex business processes, system processes, and industry standards
• Provide expertise in area and advanced knowledge of applications programming and ensure application design adheres to the overall architecture blueprint
• Utilize advanced knowledge of system flow and develop standards for coding, testing, debugging, and implementation
• Develop comprehensive knowledge of how areas of business, such as architecture and infrastructure, integrate to accomplish business goals
• Provide in-depth analysis with interpretive thinking to define issues and develop innovative solutions
• Serve as advisor or coach to mid-level developers and analysts, allocating work as necessary
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Risk Engine & Core Development

• Design, develop, and maintain the ultra low-latency, in-line Risk Engine responsible for real-time pre-trade risk checks, position limits, and exposure controls across cash equities electronic execution flows.

• Architect and optimize high-performance, lock-minimal, multi-threaded components capable of processing risk decisions in the sub-microsecond to low-microsecond range.

• Integrate risk and position components with Client Connectivity, Market Access layers, and high-throughput market data feed handlers.

• Apply deep expertise in JVM performance tuning, memory management, garbage collection avoidance, and/or native (C++/Rust) performance engineering to eliminate latency outliers ("jitter") in the risk path.

• Perform system-level performance tuning to minimize end-to-end latency and jitter across the risk and execution path.

Recommended Qualifications

• Proven software engineering experience, with substantial hands‑on experience building risk management, position‑keeping, or other latency‑critical systems for cash equities electronic trading or algorithmic trading platforms at a global investment bank or equivalent financial institution.

• Strong, hands‑on technical expertise in Low Latency Java and/or C++ (Rust a plus), including multi-threading, concurrency, lock-free data structures, Java NIO, and JVM/GC performance tuning.

• Hands‑on experience with low‑latency messaging and IPC frameworks such as Aeron, Solace, or equivalent shared‑memory/IPC technologies for building distributed, high-throughput trading systems.

• Demonstrated background in real‑time distributed risk management systems for cash equities flow products, including asynchronous, event‑driven architectures.

• Practical, hands‑on experience with NUMA‑aware design, CPU core pinning/affinity and isolation, Linux kernel/OS tuning, and low-latency networking (kernel bypass, RDMA, or specialized NIC tuning) for ultra low-latency, high-throughput systems.

• Strong understanding of automated testing techniques, test‑driven development, and quality engineering practices for mission‑critical systems.

• Excellent communication skills, with the ability to present and grasp complex technical and risk concepts in a multicultural, cross‑regional environment, and to work effectively with globally distributed stakeholders (trading desks, quants, infrastructure, and support teams).

• Working knowledge of regional exchange microstructure and relevant regulatory regimes governing cash equities electronic trading and risk controls.

Education

• Bachelor’s degree/University degree or equivalent experience
• Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job‑related duties may be assigned as required.

What we’ll provide you

By joining Citi, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• · 27 days annual leave (plus bank holidays)
• · A discretional annual performance related bonus
• · Private Medical Care & Life Insurance
• · Employee Assistance Program
• · Pension Plan
• · Paid Parental Leave
• · Special discounts for employees, family, and friends
• · Access to an array of learning and development resources

#LI-MR7

Job Family Group:

Technology

Job Family:

Applications Development

Time Type:

Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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