Low Latency Java Algo Developer, Fixed Income Trading, Vice President

Citigroup • New York, NY

9d

About The Position

Fixed Income Algo Technology team in North America supports Citi's Internal Market Making, Algorithmic Trading, and internal matching for the Spread Product algo trading business. We're seeking to hire an experienced software engineer to advance the suite of algo trading platform creating a best in class, next generation product for our clients' franchise. This is a challenging and exciting opportunity to contribute to one of the largest and most sophisticated algo platforms. It will involve working directly with trading and quants to solve both business and technology problems with a direct measurable impact on the business.

Requirements

• 6-10 years of extensive Low Latency Java development experience in front office / trading required
• Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysis
• At least 2 years of extensive hands on coding experience in Core Java within low latency, high throughput distributed applications
• Experience with messaging technologies like Solace, Kafka etc.
• Experience with Chronicle and/or Aeron
• Experience implementing and supporting market data processing applications and algorithmic trading strategies
• Experience building back-testing frameworks and historical data storages
• Basic Linux system performance tuning and monitoring, ability to troubleshoot performance issues within Java/Linux stack
• Working knowledge of no GC Java techniques and lock free thread safe algorithms
• Build tools, gradle, git, teamcity, jenkins, artifactory
• Strong academic record, ideally with a Bachelor's degree in Computer Science, Information Science, engineering or related technical or quantitative discipline
• Strong verbal and written communication skills; ability to communicate with business users
• Self-motivated individual with determination to achieve goals
• Willingness to learn, both technically and professionally
• Strong analytical and problem solving skills
• Good team working skills and ability to work in a distributed global team environment
• Ability to work on a fast-pace environment
• Flexible and able to deliver quality results in the required timeframe

Nice To Haves

• Rust experience is advantageous
• Experience with Python, Spring, TDD, KDB or any other tick data storages

Responsibilities

• Develop reusable algo trading engines with focus on low latency execution strategies
• Ensure strong reliability, scalability and performance of the core algo components
• Work with other etrading teams to support live trading
• Learn and maintain large code base, improve design and quality of the algo trading strategies code
• Partner with business to drive technology stack beyond near term objectives
• Adhere to engineering standards and strive for best in class solutions

Benefits

• In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
• Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
• Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
• For additional information regarding Citi employee benefits, please visit citibenefits.com.
• Available offerings may vary by jurisdiction, job level, and date of hire.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees