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The FI Algo Technology team supports Citi's Internal Market Making, Algorithmic Trading, and internal matching for the US Treasury's algo trading business. We're seeking to hire an experienced software engineer to advance the suite of Rates algo execution platform creating a best in class, next generation product for our clients' franchise. This includes optimizing execution logic and development of new algorithms to minimize market impact.
Job Responsibility:
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
Requirements:
Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysis
Extensive hands on coding experience in Core Java within low latency, high throughput distributed applications
Experience with ION Platform, FIX, SBE or any other messaging protocols
Experience implementing and supporting market data processing applications and algorithmic trading strategies
Experience building backtesting 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
Strong academic record, ideally with a Bachelor's degree in Computer Science, Information Science, engineering or related technical or quantitative discipline
Nice to have:
Experience with Python, Spring, TDD, KDB or any other tick data storages
What we offer:
27 days annual leave (plus bank holidays)
Discretional annual performance related bonus
Private Medical Care & Life Insurance
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources
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