SVP Senior C++ Market Data Engineer

Citi; Jersey City (NJ); On-site; USD 176,720 - 265,080; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages

Job summary

Citi’s Equities Technology organization is seeking a Senior Market Data Platform Engineer in Jersey City, NJ. The role involves designing Citi's next-generation real-time market data distribution platforms and requires extensive experience in low-latency systems and modern C++ development.

Responsibilities include building performance-critical components, ensuring data correctness, and collaborating with global teams. Candidates must have 12+ years of engineering experience and expertise in UDP multicast and performance diagnostics.

Qualifications

• 12+ years of engineering experience in low-latency, high-throughput systems.
• Experience with real-time market data platforms in a global financial institution.
• Demonstrated ownership of latency observability and regression detection.

Responsibilities

• Design and develop market data distribution platforms.
• Build performance-critical C++ components for market data.
• Drive high standards in code quality and automated testing.

Skills

Modern C++

Low-latency techniques

UDP multicast

Performance diagnostics

Education

Bachelor's degree in Computer Science, Engineering, or related field

Tools

Aeron

Linux

Job description

Citi’s Equities Technology organization is seeking a hands‑on Senior Market Data Platform Engineer to join the Market Data Engineering team, focusing on the design and delivery of Citi’s next‑generation real‑time market data distribution platforms supporting global Equities trading, with a roadmap toward multi‑asset coverage over time.

The role sits within a horizontal Market Data platform organization responsible for delivering accurate, deterministic, and low‑latency market data to a broad set of internal consumers, including Electronic Execution (Algo/SOR), Market Access, and analytics platforms.

The senior engineer will be involved in hands‑on system design and implementation, contributing to architectural decisions and ensuring adherence to latency targets while treating data correctness and determinism as non‑negotiable engineering outcomes. This includes deep ownership of wire‑to‑consumer latency, performance measurement, regression control, and OS‑level optimization required to achieve predictable behavior at scale.

This role requires close collaboration with trading desks, platform consumers, quantitative research, infrastructure, and regional teams globally. Alignment with global strategy and cross‑regional market coverage is a core part of the role. Prior experience with real‑time market data systems and exchange microstructure across global venues is essential.

Responsibilities

• Design and develop Citi’s next‑generation real‑time market data distribution platforms delivering normalized market data to multiple internal consumers across regions.
• Build and evolve performance‑critical C++ components for market data ingestion, normalization, and fan‑out.
• Define and enforce platform standards for market data semantics, schemas, and correctness guarantees.
• Engineer the end‑to‑end wire‑to‑consumer hot path, with explicit focus on NUMA‑aware design, core pinning / CPU isolation, lock‑free concurrency, memory layout, and cache locality.
• Own operating‑system and runtime‑level optimizations, including Linux kernel and network tuning, IRQ affinity, threading models, and performance profiling.
• Ensure deterministic performance under burst load, packet loss, and volatile market conditions.
• Use Aeron (or equivalent) for high‑performance fan‑out and IPC, with hands‑on responsibility for driver configuration, transport selection, and tuning. Own Aeron back‑pressure behavior, loss/replay semantics, and performance diagnostics to meet latency and correctness targets.
• Own latency measurement and observability using histograms (p50/p95/p99/p99.9) and tail analysis; establish baselines and alerting on distribution shifts.
• Drive high standards in code quality, automated testing, and SDLC discipline, with particular emphasis on correctness and latency regression safety.
• Leverage Citi’s AI‑powered SDLC tooling to enhance productivity, code quality, and engineering effectiveness.
• Evolve Agile development practices and CI/CD pipelines, with a focus on shift‑left testing and safe, accelerated release cycles.

Qualifications

• 12+ years of hands‑on engineering experience building low‑latency, high‑throughput systems, with strong proficiency in modern C++.
• Prior experience designing or owning real‑time market data distribution platforms in a global financial institution (Equities required; multi‑asset a plus).
• Deep, hands‑on experience with UDP multicast in production environments, including loss, recovery, and operational behavior.
• Strong understanding of low‑latency techniques, including NUMA, core pinning / CPU isolation, IRQ affinity, kernel and network tuning, memory management, and cache locality.
• Production experience using Aeron, including transport/driver tuning, back‑pressure management, loss/replay semantics, and performance diagnostics.
• Demonstrated ownership of wire‑to‑consumer latency observability, including histograms, tail analysis, and regression detection.
• Strong understanding of exchange microstructure and regional market structure differences across global venues.
• Ability to prioritize multiple initiatives and deliver in a fast‑paced, globally distributed environment.
• Excellent communication skills, with the ability to reason about and clearly explain complex systems to engineers, quants, and trading stakeholders.

Education

• Bachelor's degree / University degree in Computer Science, Engineering, or a related field, or equivalent professional experience.

Benefits

• Medical, dental & vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

Primary Location: Jersey City, New Jersey, United States.

Annual Salary Range: $176,720.00 - $265,080.00.

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.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please review Accessibility at Citi.