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

Overview

In this role you will help engineer Citi’s next-generation ultra low-latency risk engine for cash equities, integrating it with the core electronic trading platform. You will work within the Equities Tech team to drive architecture, delivery, and performance in a high-visibility, cross-regional environment. You’ll tackle real-time risk checks and latency-sensitive components that impact global markets, contributing to mentorship and strategic decisions. This is a hands-on, high-impact opportunity to shape trading technology at scale.

Pay / Benefits

• 27 days annual leave (plus bank holidays)
• Discretionary annual bonus
• Private Medical Care & Life Insurance
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave

Responsibilities

• Design, develop, and maintain the ultra low-latency risk engine for real-time pre-trade checks and exposure controls
• Architect and optimize multi-threaded components for sub-microsecond to low-microsecond risk decisions
• Integrate risk/position modules with Client Connectivity, Market Access, and market data feed handlers
• Apply JVM performance optimization, memory management, and/or native performance engineering to reduce latency and jitter
• Collaborate with product, quant research, infra, production support, and QA across regions
• Mentor mid-level engineers and drive architecture decisions while coordinating delivery across centers
• Assess risk in business decisions and ensure compliance with laws, regulations, and Citi policies

Key requirements

• Proven experience building latency-critical risk management or trading systems at a global financial institution
• Strong hands-on expertise in Low Latency Java and/or C++ (Rust a plus)
• Experience with low-latency messaging/IPC (Aeron, Solace, or equivalent)
• Background in real-time distributed risk management for cash equities or similar flow products
• NUMA-aware design, CPU pinning/affinity, Linux OS tuning, and low-latency networking (kernel bypass, RDMA)
• Knowledge of automated testing, TDD, and quality engineering for mission-critical systems
• Excellent cross-regional communication skills and ability to collaborate with diverse stakeholders
• Working knowledge of cash equities microstructure and regulatory risk controls
• Bachelor degree required; Master’s preferred

• Excellent communication
• Mentorship and leadership
• Cross-functional collaboration
• Low Latency Java
• C++
• Rust (a plus)

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