Senior C++ Application Developer VP

Citi • Tampa, FL

7d • $113,840 - $170,760 • Hybrid

About The Position

Citi's Market Risk Technology team is hiring a Senior C++ Developer to design, optimize, and build the high-performance risk calculation engines that sit at the core of Citi's global trading book infrastructure. In this role, you will develop and maintain scalable, low-latency systems that execute large-scale stress testing scenarios and complex risk calculations — including Expected Shortfall, Value at Risk (VaR), and sensitivity-based measures — across multi-asset portfolios worldwide. You will operate with a high degree of autonomy, acting as a subject matter expert to senior stakeholders and cross-functional teams at the intersection of high-performance computing and financial risk.

Requirements

• 5 or more years of professional experience writing clean, modern C++ (C++17 or C++20), with deep command of the Standard Template Library (STL), Boost libraries, RAII, smart pointers, and move semantics.
• Demonstrated ability to optimize CPU-bound and memory-bound applications using cache-locality techniques, memory alignment, SIMD vectorization, and allocation minimization strategies.
• Hands-on experience with multi-threaded programming, including synchronization primitives, lock-free data structures, and parallel computing frameworks such as Intel TBB, OpenMP, or std::execution.
• Proficiency using performance profiling and debugging tools in Linux environments, including Valgrind, gprof, Intel VTune, perf, and GDB.
• Ability to work directly with quantitative analysts, risk managers, and regulatory reporting teams to convert mathematical models and regulatory rules into production-grade software.
• Bachelor's degree in a relevant discipline or equivalent professional experience.

Responsibilities

• Design and build high-performance C++ risk calculation engines capable of executing multi-scenario stress runs and regulatory risk metrics across global multi-asset portfolios.
• Architect low-latency, scalable systems that meet the computational demands of the Fundamental Review of the Trading Book (FRTB) and enterprise-wide stress testing frameworks.
• Lead all phases of software development — from feasibility assessment and technical planning through construction, testing, and production implementation.
• Translate complex quantitative risk models and regulatory requirements into robust, maintainable production code in close collaboration with quantitative analysts and risk managers.
• Identify and resolve performance bottlenecks in CPU-bound and memory-bound systems, applying techniques such as cache optimization, SIMD vectorization, and memory allocation reduction.
• Define and enforce engineering standards across the codebase, contributing to long-term system quality and operational stability.
• Advise senior stakeholders and cross-functional technology groups on advanced technical solutions, shaping the architectural direction of risk technology platforms.

Benefits

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

What This Job Offers

• Job Type: Full-time
• Career Level: Senior