花旗集团
Senior Software Engineer – Ultra Low Latency Risk Engine Developer, Vice President
岗位职责
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. 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). Responsibilities 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.
任职要求
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. 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. Education 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. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
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