SVP Senior C++ Market Data Engineer

Responsibilities

• 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.

Qualifications

• 12+ years of hands-on engineering experience building low-latency, high-throughput systems, with strong proficiency in modern C++.
• 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.