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Citi's Equities Technology organization is seeking a hands-on Senior Market Data Platform Engineer to join the Market Data Engineering team, focusing on the design and delivery of Citi's next-generation real-time market data distribution platforms supporting global Equities trading, with a roadmap toward multi-asset coverage over time. The role sits within a horizontal Market Data platform organization responsible for delivering accurate, deterministic, and low-latency market data to a broad set of internal consumers, including Electronic Execution (Algo/SOR), Market Access, and analytics platforms. The senior engineer will be involved in hands-on system design and implementation, contributing to architectural decisions and ensuring adherence to latency targets while treating data correctness and determinism as non-negotiable engineering outcomes. This includes deep ownership of wire-to-consumer latency, performance measurement, regression control, and OS-level optimization required to achieve predictable behavior at scale. This role requires close collaboration with trading desks, platform consumers, quantitative research, infrastructure, and regional teams globally. Alignment with global strategy and cross-regional market coverage is a core part of the role. Prior experience with real-time market data systems and exchange microstructure across global venues is essential.
Job Responsibility:
Design and develop Citi's next-generation real-time market data distribution platforms delivering normalized market data to multiple internal consumers across regions
Build and evolve performance-critical C++ components for market data ingestion, normalization, and fan-out
Define and enforce platform standards for market data semantics, schemas, and correctness guarantees
Engineer the end-to-end wire-to-consumer hot path, with explicit focus on NUMA-aware design, core pinning / CPU isolation, lock-free concurrency, memory layout, and cache locality
Own operating-system and runtime-level optimizations, including Linux kernel and network tuning, IRQ affinity, threading models, and performance profiling
Ensure deterministic performance under burst load, packet loss, and volatile market conditions
Use Aeron (or equivalent) for high-performance fan-out and IPC, with hands-on responsibility for driver configuration, transport selection, and tuning. Own Aeron back-pressure behavior, loss/replay semantics, and performance diagnostics to meet latency and correctness targets
Own latency measurement and observability using histograms (p50/p95/p99/p99.9) and tail analysis
establish baselines and alerting on distribution shifts
Drive high standards in code quality, automated testing, and SDLC discipline, with particular emphasis on correctness and latency regression safety
Leverage Citi's AI-powered SDLC tooling to enhance productivity, code quality, and engineering effectiveness
Evolve Agile development practices and CI/CD pipelines, with a focus on shift-left testing and safe, accelerated release cycles
Requirements:
12+ years of hands-on engineering experience building low-latency, high-throughput systems, with strong proficiency in modern C++
Prior experience designing or owning real-time market data distribution platforms in a global financial institution (Equities required
multi-asset a plus)
Deep, hands-on experience with UDP multicast in production environments, including loss, recovery, and operational behavior
Strong understanding of low-latency techniques, including NUMA, core pinning / CPU isolation, IRQ affinity, kernel and network tuning, memory management, and cache locality
Production experience using Aeron, including transport/driver tuning, back-pressure management, loss/replay semantics, and performance diagnostics
Demonstrated ownership of wire-to-consumer latency observability, including histograms, tail analysis, and regression detection
Strong understanding of exchange microstructure and regional market structure differences across global venues
Ability to prioritize multiple initiatives and deliver in a fast-paced, globally distributed environment
Excellent communication skills, with the ability to reason about and clearly explain complex systems to engineers, quants, and trading stakeholders
Bachelor's degree / University degree in Computer Science, Engineering, or a related field, or equivalent professional experience
What we offer:
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