Senior Software Engineer – Ultra Low Latency Risk Engine Developer

b Overview /b p As Senior Software Engineer, you will own and advance Citi’s ultra-low-latency risk engine embedded in the cash equities hot path. You’ll lead architecture and delivery across global centers, ensuring microsecond-level risk checks and robust resiliency. You’ll collaborate with traders, quants, and platform teams to embed risk controls across order lifecycle while driving performance and reliability. This role combines hands-on development with leadership in a high-stakes, cross-regional environment. /p b Pay / Benefits /b ul li 27 days annual leave (plus bank holidays) /li li Discretionary annual performance bonus /li li Private Medical Care Life Insurance /li li Employee Assistance Program /li li Pension Plan /li li Paid Parental Leave /li /ul b Responsibilities /b ul li Design and maintain an ultra-low-latency risk engine for real-time pre-trade checks and exposure controls /li li Architect and optimize multi-threaded components to minimize latency and jitter /li li Integrate risk and position modules with client connectivity, market access, and data feeds /li li Develop low-latency IPC/messaging using Aeron, Solace, and shared-memory mechanisms /li li Perform JVM/C++ performance tuning and kernel/network optimizations for ultra-low-latency paths /li li Lead and mentor engineers across onshore/offshore locations and drive architectural decisions /li li Collaborate with traders, quants, and infrastructure teams to translate risk requirements into robust designs /li li Build deterministic testing, benchmark latency, and support CI/CD with shift-left testing /li li Provide production support for latency and risk-control incidents and perform root-cause analysis /li li Lead platform monitoring, risk/position reconciliation, disaster recovery, and failover tooling /li /ul b Key requirements /b ul li Extensive software engineering experience building latency-critical risk/position systems for cash equities or algorithmic trading /li li Strong hands-on expertise in Low Latency Java and/or C++ (Rust a plus) with multithreading and GC tuning /li li Experience with Aeron, Solace, or similar IPC/messaging for high-throughput trading /li li Background in real-time distributed risk management systems and event-driven architectures /li li NUMA-aware design, CPU pinning/affinity, Linux OS tuning, and kernel bypass (RDMA, NIC tuning) /li li Hands-on testing practices (TDD, deterministic/latency testing) and CI/CD pipelines /li li Leadership experience managing/mentoring engineers across locations /li li Excellent cross-cultural communication and stakeholder management /li li Knowledge of cash equities market microstructure and regulatory contexts /li li Experience with Agile/Scrum, RUP, and performance-focused development /li /ul ul li Leadership /li li Collaboration /li li Communication /li li Low-latency Java and C++ (Rust a plus) /li li Multithreading, lock-free data structures, Java NIO /li li Aeron and Solace messaging /li /ul