Department Overview
The Equities Technology division is responsible for building and maintaining the high-performance, ultra-low-latency trading infrastructure that powers our global equities business. This includes market data dissemination, order routing, algorithmic execution, smart order routing (SOR), and real-time risk management systems. We operate in a highly competitive environment where microseconds matter, requiring cutting-edge software engineering practices, deep hardware-software co-design, and robust system reliability.
Role Summary
We are seeking an exceptional Senior Software Engineer with deep expertise in Rust and C++ to join our Equities Low-Latency Trading Technology team.
In this role, you will design, develop, and optimize our next-generation trading systems. You will lead the strategic transition of legacy high-performance C++ components to modern Rust where safety and concurrency are paramount, while continuing to maintain and optimize critical ultra-low-latency C++ execution paths. This is a highly technical role requiring a strong understanding of computer architecture, operating systems, network protocols, and modern software engineering paradigms.
Key Responsibilities and Skills
8+ YOE is a must have
1. System Design & Development
- Architect, build, and maintain ultra-low-latency trading systems, including exchange connectivity gateways, market data feeds, and algorithmic execution engines using Rust and C++
- Design clean, modular, and reusable APIs and libraries that can be leveraged across multiple trading desks.
- Lead the strategic migration of critical trading components from C++ to Rust, leveraging Rust's memory safety and concurrency guarantees without sacrificing performance.
2. Performance Optimization
- Profile and optimize systems to achieve sub-microsecond latencies and deterministic performance.
- Apply low-latency techniques such as CPU pinning, cache-friendly data structures, lock-free programming, memory-mapped files, and custom memory allocators.
- Utilize kernel bypass technologies (e.g., Solarflare OpenOnload, DPDK, EF_VI) to minimize network stack overhead.
3. Concurrency & Reliability
- Design and implement highly concurrent, thread-safe, and lock-free algorithms to handle massive throughput with minimal jitter.
- Implement rigorous testing methodologies, including unit testing, integration testing, property-based testing (in Rust), and high-fidelity simulation/back testing environments.
- Ensure the high availability and operational resilience of trading systems through robust error handling and failover mechanisms.
4. Collaboration & Support
- Work closely with quantitative researchers, traders, and product managers to translate complex trading strategies and business requirements into robust, production-ready software.
- Build real-time telemetry, monitoring, and alerting tools to ensure operational visibility.
- Provide level-3 escalation support for production systems during market hours.
Required Technical Skills & Qualifications
Programming Languages
- C++: Expert-level proficiency in C++ (C++11/14/17/20), with a deep understanding of template metaprogramming, RAII, move semantics, smart pointers, and the standard library (STL).
- Rust: Strong proficiency in Rust, including ownership/borrowing concepts, lifetimes, unsafe Rust boundaries, macro systems, and the Cargo ecosystem.
Systems Programming & Low-Latency
- Deep understanding of Linux operating system internals (kernel tuning, memory management, virtual memory, page faults, system calls).
- Experience with low-latency networking (TCP/IP, UDP, Multicast) and socket programming.
- Familiarity with hardware-level concepts: CPU cache hierarchies (L1/L2/L3), TLB, branch prediction, and memory barriers.
Concurrency
- Proven experience in multi-threaded programming, memory models (sequential consistency, acquire-release), and lock-free data structures.
Equities Domain Knowledge
- Solid understanding of Equities market structure, order types, exchange protocols (FIX, OUCH, ITCH), and trading lifecycles.
Tools & Infrastructure
- Experience with profiling and debugging tools (gdb, valgrind, perf, VTune, heaptrack).
- Proficiency with build systems (CMake, Cargo) and CI/CD pipelines (Git, Jenkins/GitHub Actions).
Preferred Qualifications
- Experience with FPGA integration or hardware acceleration.
- Experience with kernel bypass technologies (Solarflare EF_VI, OpenOnload, DPDK).
- Knowledge of market-making, smart order routing (SOR), or statistical arbitrage execution strategies.
- Bachelor’s or Master’s degree in Computer Science, Computer Engineering, or a related quantitative field.
Core Competencies
- Analytical Thinking: Strong problem-solving skills with the ability to analyze complex systems and identify performance bottlenecks.
- Collaboration: Excellent communication skills with the ability to work effectively in a fast-paced, cross-functional team environment.
- Adaptability: Eagerness to learn new technologies and adapt to evolving business requirements and market conditions.
- Quality Focus: Commitment to writing clean, well-documented, and thoroughly tested code.
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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.------------------------------------------------------
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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.
Skills Required
- 8+ years of software engineering experience
- Expert-level proficiency in C++11/14/17/20
- Strong proficiency in Rust, including ownership, borrowing, lifetimes, unsafe Rust, macros, and Cargo
- Deep understanding of Linux operating system internals
- Experience with low-latency networking, TCP/IP, UDP, multicast, and socket programming
- Understanding of CPU caches, TLBs, branch prediction, and memory barriers
- Experience with multithreaded programming, memory models, and lock-free data structures
- Understanding of equities market structure, order types, FIX, OUCH, ITCH, and trading lifecycles
- Experience with profiling and debugging tools including gdb, Valgrind, perf, VTune, or heaptrack
- Proficiency with CMake, Cargo, Git, and CI/CD pipelines
- Experience with FPGA integration or hardware acceleration
- Experience with Solarflare EF_VI, OpenOnload, or DPDK
- Knowledge of market-making, smart order routing, or statistical arbitrage execution strategies
- Bachelor's or Master's degree in Computer Science, Computer Engineering, or a related quantitative field
Citi Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Citi and has not been reviewed or approved by Citi.
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Healthcare Strength — Health coverage is presented as comprehensive, including free in-network preventive care, mental-health resources, and the Be Well Program. Materials also state new hires have access to health and insurance benefits from the outset.
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Retirement Support — The retirement plan offers a $1-for-$1 match up to 6% of eligible pay. New employees are eligible for the plan, with automatic enrollment after 90 days if they do not enroll themselves.
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Inclusive Benefits Coverage — Benefits highlight fertility treatment coverage, adoption/surrogacy reimbursement up to $30,000, and disability coverage. Coverage extends to spouses and domestic partners regardless of gender identity or sexuality, with gender-affirming care-related support noted.
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