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Citi's Equities Technology organization is seeking a hands-on Senior Software Engineer to join the Equities Timeseries group, a strategic, horizontal platform organization responsible for order data, tick data, and real-time and historical Transaction Cost Analytics (TCA) supporting global Equities trading. Within this broader Timeseries organization, the role will focus on strategic time-series data platforms that provide the analytics, canonical data models, and performance-critical infrastructure underpinning electronic execution globally, including Algorithmic Trading and Smart Order Routing (SOR). The successful candidate will play a senior technical leadership role in the design, implementation, and evolution of these platforms, contributing to architecture decisions under microsecond-level latency constraints, defining and governing time-series data models, and ensuring the correctness, explainability, and performance of analytics used across Citi's electronic execution ecosystem. This role requires close, continuous collaboration with trading desks, product partners, and quantitative research teams globally, with strong alignment to firm-wide strategy and cross-regional delivery.
Job Responsibility:
Design and develop next-generation time-series analytics platforms supporting multiple execution-critical systems within the Equities Timeseries organization
Own and evolve high-performance KDB+/q (or equivalent) platforms used for order, execution, market data, and TCA analytics, across both real-time and historical use cases
Define, govern, and maintain canonical time-series schemas and data models that are shared across Algorithmic Trading, SOR, and other electronic execution consumers
Contribute to architectural decisions for ultra-low-latency, high-throughput systems, ensuring analytics can operate under microsecond-level constraints
Partner closely with traders and quantitative researchers to co-design and productionize analytics, translating research ideas into reliable, production-grade time-series systems
Drive high standards in code quality, automated testing, and SDLC discipline, with a focus on analytics correctness and repeatability
Continuously improve testing frameworks, development tools, and environments to support platform reliability at scale
Leverage Citi's AI-powered SDLC tooling to enhance developer productivity, code quality, and innovation
Build and maintain shared platform capabilities for monitoring, reconciliation, traceability, recovery, and auditability of electronic trading analytics
Requirements:
12+ years of hands-on engineering experience with deep technical expertise in low-latency time series databases, using KDB+/q
Experience in Java, C++ will be desired
Deep expertise in KDB+/q or equivalent high-performance time-series platforms, with demonstrated ownership of production systems
Prior experience building or owning Algorithmic Trading, SOR, Market Making, or Quantitative Trading time series platforms at a global financial institution
Strong understanding of market microstructure, electronic execution workflows, and regional exchange and regulatory regimes
Proven ability to design and operate systems where analytics correctness is non-negotiable, even under extreme performance constraints
Strong understanding of performance optimization, and high-throughput architectures
Experience defining and governing shared data models used by multiple downstream systems
Ability to prioritize multiple initiatives and deliver in a fast-paced, globally distributed environment
Excellent communication skills, with the ability to reason and 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