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

About Citi 

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries andjurisdictions. Citi provides consumers, corporations,governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, makingpayments and accessing the capital markets on behalf of our clients. 

Citi’s Mission and Value Proposition explain what wedo and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn andmaintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standardsis a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities. 

Diversity is a key business imperative and a source of strength at Citi. We serve clients from everywalk of life, everybackground and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all. 

Job Purpose: 

Fixed IncomeAlgo Technology team in North America supports Citi’s Internal Market Making, Algorithmic Trading, and internal matching for the Spread Productalgo trading business. We’reseeking to hire an experienced software engineer to advance the suite ofalgo trading platformcreating 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 sophisticatedalgo 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.  

Key Responsibilities / Role: 

• Develop reusablealgo trading engines with focus on low latency execution strategies  

• Ensure strong reliability,scalability and performance of the corealgo components 

• Work with otheretrading teams to support live trading 

• Learn andmaintain large code base, improve design and quality of thealgo trading strategies code  

• Partner with business to drive technology stack beyond near term objectives 

• Adhere to engineering standards and strive forbest in class solutions 

Job Opportunities: 

• Work on high profilealgo trading projects that deliver next-generation performance and functionality 

• Apply best software architecture and design practices foralgo trading strategies development 

• Use scientific approach to improve performance of trading applications 

• Play partnership role defining the direction of Rates algorithmic trading at Citi 

• Harness capabilities of modern technologies and be accountable for the positive impact of delivery 

• Significant profile exposure through businessimpacting projects 

Knowledge/Experience:  

• 6-10 years of extensive Low Latency Java development experience in front office / trading required

• Rust experience is advantageous

• Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysis 

• At least 2 years of extensivehands 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 buildingback-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 

• Experience with Python,Spring, TDD, KDB or any other tick data storages 

• Build tools,gradle, git,teamcity,jenkins,artifactory 

• Strong academic record, ideally with aBachelor’s degree in Computer Science, Information Science, engineering or related technical or quantitative discipline 

Competencies: 

• 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 andproblem solving skills 

• Good team working skills and ability to work in a distributed global team environment 

• Ability to work on afast-pace environment 

• Flexible and able to deliver quality results in the requiredtimeframe