VP Low-Latency Electronic Trading Java Data Systems Engineer

Citi•Mississauga, ON

1d•Onsite

About The Position

Citi’s Equities Technology organization is seeking a Low‑Latency Java Data Systems Engineer to join the Equities Electronic Execution technology team. This role is focused on building and operating the data‑plane foundations of Citi’s electronic trading ecosystem. This role focuses on the low‑latency data plane that supports execution, routing, internalization, connectivity, and market data systems, providing event transport, sequencing, fan‑out, back‑pressure, replay, and latency‑controlled data distribution. The engineer will work on high‑throughput, low‑latency data systems that process order lifecycle events and market data events with strict correctness and performance guarantees. This is not a trader‑facing or strategy‑implementation role; it is a core data‑systems engineering role, where Java is used as a low‑level data‑plane runtime. The role requires close collaboration with quantitative research, product, infrastructure, production support, QA, and global delivery teams, supporting platforms deployed across NAM, EMEA, and APAC.

Requirements

Minimum 7 years of experience with strong technical knowledge and expertise in Low latency Java, C++ or Rust.
Hands-on experience with market data and/or order lifecycle event processing.
Solid working knowledge of the FIX protocol and exchange connectivity patterns.
Experience in integrating real-time systems with KDB+/q or equivalent time series platforms.
Prior experience in developing electronic trading platforms in a global financial institution or equivalent environment.
Strong understanding of automated testing techniques and quality engineering practices.
Solid understanding of Agile methodologies and Continuous Integration processes.
Familiarity with low-latency system design, including performance optimization, concurrency, and high-throughput architecture.
Ability to prioritize multiple tasks, set goals, and meet deadlines in a fast-paced, globally distributed environment.
Excellent communication skills with a demonstrable ability to present and grasp complex concepts in a multicultural, cross-regional environment.
Knowledge of regional exchange microstructure and regulatory regimes.

Responsibilities

Design and build low‑latency Java data pipelines that process order lifecycle and market data events with strict guarantees around ordering, sequencing, determinism, and replay.
Develop GC‑sensitive, data‑plane Java systems, using off‑heap memory, binary protocols, and low‑contention concurrency to achieve predictable latency.
Implement resilient fan‑out, back‑pressure, and recovery mechanisms to support multiple downstream consumers without compromising latency or correctness.
Work directly with FIX and exchange‑driven message flows, handling sequencing gaps, snapshot/replay, session lifecycle, and state reconstruction.
Own and reason about explicit latency budgets end‑to‑end (wire → handler → publish → downstream), including p99/p999 behavior and jitter.
Integrate real‑time and near‑real‑time event streams into KDB+ / q‑based data platforms for analytics, TCA, and regulatory use cases.
Build deterministic test and validation frameworks (replay, fault injection, regression detection) and contribute to CI/CD pipelines with performance and correctness gating.