SVP Senior C++ Market Data Engineer

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 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.

Job Family Group:

Technology

Job Family:

Applications Development

Time Type:

Full time

Primary Location:

Jersey City New Jersey United States

Primary Location Full Time Salary Range:

$176,720.00 - $265,080.00

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. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

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

Anticipated Posting Close Date:

Jul 17, 2026

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate’s skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision‑making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

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