Senior SWE – Equities Low-Latency Technology

**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** **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. \------------------------------------------------------ **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](https://www.citigroup.com/citi/accessibility/application-accessibility.htm)._ _View Citi’s [EEO Policy Statement](https://www.citigroup.com/global/eeo-aa-policy) and the [Know Your Rights](https://www.eeoc.gov/sites/default/files/2023-06/22-088_EEOC_KnowYourRights6.12ScreenRdr.pdf) poster._