Senior Software Engineer – Ultra Low Latency Risk Engine Developer

Overview

As Senior Software Engineer, you will own and advance Citi’s ultra-low-latency risk engine embedded in the cash equities hot path. You’ll lead architecture and delivery across global centers, ensuring microsecond-level risk checks and robust resiliency. You’ll collaborate with traders, quants, and platform teams to embed risk controls across order lifecycle while driving performance and reliability. This role combines hands-on development with leadership in a high-stakes, cross-regional environment.

Pay / Benefits

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

Responsibilities

• Design and maintain an ultra-low-latency risk engine for real-time pre-trade checks and exposure controls
• Architect and optimize multi-threaded components to minimize latency and jitter
• Integrate risk and position modules with client connectivity, market access, and data feeds
• Develop low-latency IPC/messaging using Aeron, Solace, and shared-memory mechanisms
• Perform JVM/C++ performance tuning and kernel/network optimizations for ultra-low-latency paths
• Lead and mentor engineers across onshore/offshore locations and drive architectural decisions
• Collaborate with traders, quants, and infrastructure teams to translate risk requirements into robust designs
• Build deterministic testing, benchmark latency, and support CI/CD with shift-left testing
• Provide production support for latency and risk-control incidents and perform root-cause analysis
• Lead platform monitoring, risk/position reconciliation, disaster recovery, and failover tooling

Key requirements

• Extensive software engineering experience building latency-critical risk/position systems for cash equities or algorithmic trading
• Strong hands-on expertise in Low Latency Java and/or C++ (Rust a plus) with multithreading and GC tuning
• Experience with Aeron, Solace, or similar IPC/messaging for high-throughput trading
• Background in real-time distributed risk management systems and event-driven architectures
• NUMA-aware design, CPU pinning/affinity, Linux OS tuning, and kernel bypass (RDMA, NIC tuning)
• Hands-on testing practices (TDD, deterministic/latency testing) and CI/CD pipelines
• Leadership experience managing/mentoring engineers across locations
• Excellent cross-cultural communication and stakeholder management
• Knowledge of cash equities market microstructure and regulatory contexts
• Experience with Agile/Scrum, RUP, and performance-focused development
• Leadership
• Collaboration
• Communication
• Low-latency Java and C++ (Rust a plus)
• Multithreading, lock-free data structures, Java NIO
• Aeron and Solace messaging

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