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Senior Software Engineer – Ultra Low Latency Risk Engine Lead Developer, Vice President

Citi

Skills

Required

  • Mechanical Engineering
  • Applications Development

Preferred

  • Low Latency
  • APAC
  • EMEA
  • Java
  • C++
  • Rust

Citi Equities Technology | Equities Electronic Execution (Electronic Trading) Role Overview Citi's Equities Technology organization is seeking a Senior Software Engineer – Ultra Low Latency Risk Engine Lead Developer to join the Equities Electronic Execution (Electronic Trading) technology team. This role is focused on the design, development, and delivery of Citi's next-generation low-latency Risk Engine for cash equities and its integration into the broader execution platform — encompassing the Centralised Position Service, Client Connectivity, Market Access layers, and high-throughput market data processing. The engineer will own critical, latency-sensitive risk-checking components that sit directly in the cash equities trading hot path, ensuring pre-trade and real-time risk controls are enforced with microsecond-level performance while maintaining correctness and resiliency at scale. This is a hands-on, deeply technical role that also carries leadership responsibilities — mentoring engineers, driving architecture decisions, and coordinating delivery across global development centers.

Responsibilities

  • The person will collaborate closely with product development, quantitative research, technology infrastructure, production support, and QA teams, with close alignment to global strategy and cross-regional delivery (APAC, EMEA, NAM).
  • Risk Engine & Core Development Design, develop, and maintain the ultra low-latency, in-line Risk Engine responsible for real-time pre-trade risk checks, position limits, and exposure controls across cash equities electronic execution flows.
  • Architect and optimize high-performance, lock-minimal, multi-threaded components capable of processing risk decisions in the sub-microsecond to low-microsecond range.
  • Integrate risk and position components with Client Connectivity, Market Access layers, and high-throughput market data feed handlers.
  • Apply deep expertise in JVM performance tuning, memory management, garbage collection avoidance, and/or native (C++/Rust) performance engineering to eliminate latency outliers ("jitter") in the risk path.
  • Perform system-level performance tuning to minimize end-to-end latency and jitter across the risk and execution path.
  • Qualifications 10+ years of overall software engineering experience, with substantial hands-on experience building risk management, position-keeping, or other latency-critical systems for cash equities electronic trading or algorithmic trading platforms at a global investment bank or equivalent financial institution.
  • Must have strong Java skills Strong, hands-on technical expertise in Low Latency Java and/or C++ (Rust a plus), including multi-threading, concurrency, lock-free data structures, Java NIO, and JVM/GC performance tuning.
  • Hands-on experience with low-latency messaging and IPC frameworks such as Aeron, Solace, or equivalent shared-memory/IPC technologies for building distributed, high-throughput trading systems.
  • Demonstrated background in real-time distributed risk management systems for cash equities flow products , including asynchronous, event-driven architectures.
  • Practical, hands-on experience with NUMA-aware design, CPU core pinning/affinity and isolation, Linux kernel/OS tuning, and low-latency networking (kernel bypass, RDMA, or specialized NIC tuning) for ultra low-latency, high-throughput systems.
  • Strong understanding of automated testing techniques, test-driven development, and quality engineering practices for mission-critical systems.
  • Excellent communication skills, with the ability to present and grasp complex technical and risk concepts in a multicultural, cross-regional environment, and to work effectively with globally distributed stakeholders (trading desks, quants, infrastructure, and support teams).
  • Working knowledge of regional exchange microstructure and relevant regulatory regimes governing cash equities electronic trading and risk controls.

Requirements

  • Bachelor's degree / University degree in Computer Science, Engineering, or a related field, or equivalent professional experience (e.g., Mechanical Engineering combined with a Diploma in Advanced Computing). ------------------------------------------------------ Job Family Group: Technology ------------------------------------------------------ Job Family: Applications Development ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ 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.

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