Senior Software Engineer - Ultra Low Latency Risk Engine Developer, Vice President
Core
Design, develop, and deliver Citi's next-generation ultra low-latency Risk Engine for cash equities electronic execution, ensuring pre-trade and real-time risk controls with microsecond-level performance.
Role type
Senior hands-on IC software engineer with leadership responsibilities
Builds
Ultra low-latency risk-checking components integrated into the cash equities trading hot path
Domain
Financial services / High-frequency trading / Low-latency systems
Deliverable
production ML models | product features
Required skills
Low-latency Java, C++ (Rust), multi-threading, lock-free data structures, JVM/GC performance tuning, Aeron/Solace messaging, NUMA-aware design, Linux kernel tuning, RDMA networking
Preferred skills
Experience with Centralised Position Service, Client Connectivity, Market Access layers
Technologies
Java, C++, Rust, Aeron, Solace, Linux, RDMA
Responsibilities
Architect and optimize high-performance, lock-minimal, multi-threaded components; Integrate risk components with market data feed handlers; Perform system-level performance tuning to minimize latency and jitter; Mentor engineers and drive architecture decisions
Seniority
Senior, hands-on IC with leadership
