Low Latency Algo Specialty Engineer

Description

FI Algo Overview

The evolution of electronic trading and automation has changed the way that rates products trade forever; driving a need for real-time, low latency pricing, market making and risk technology.  In this increasingly electronic and competitive landscape, Citi is key player due to its leading eTrading and Algo platform and investment in technology.  The FI Algo Technology Team is at the forefront by building high-performance, low latency technology that supports the execution of billions of dollars of client trades every day.   Our competitive advantage is our technology and having a platform that provides exceptional and dependable trading experience.  If you are capable of seeing ahead, of developing a clear path forward in a quest to try the untried, here is the opportunity.

Job Purpose

The FI Algo Technology team supports Citi’s Market Making business, providing algorithmic.  Trading, and internal matching solutions for the Rates Business globally. We’reseeking to hire an experienced candidate to guide technical direction and to advance the suite of the Rates algo execution platform to create a best in class, next generation set of products for our clients’ franchise. This includes optimizing execution logic and development of new algorithms to minimize market impact. The suite of components including execution tools, internal market makers, matching engines, and thehedger components.  This is a challenging and exciting opportunity to be part of the largest and most sophisticated algo platforms in Rates. It will involve working directly with trading and quants to solve both business and technology problems with a direct measurable impact on the business.

Responsibilities

• Design, develop, engineer, and implement high performance, low latency applications leveraging existing Citi framework

• Independently work with traders to interpret requirements and drive projects

• Extend existing algo components to cover additional venues/products

• Represent team goals in senior forums/engineering panels in collaborative manner

• Understanding of good design principles and ability to adhere to complex design

• Develop scalableand reliable algo trading engines and strategies

• Working with other eTrading teams to support live trading

• Drive architecture and execute on big picture technical strategy

• Drive engineering standards across global Algo team

• Deliver next-generation performance and functionality and partner with quants/traders todefine the direction of FI algorithmic trading at Citi

Qualifications

• Strong and diverse technical background. Ability to quickly learn and understand new technologies, influence highly skilled engineering teams and overall have a personal impact on technology decisions and vision.

• 15+ years experience in low latency trading

• Extensive hand-on coding expertise in Core Java.  Rust nice to have.

• Experience with complex high performance distributed systems & messaging.

• Strong focus on system performance tuning and experience with low latency Java programming

• Experience with market data protocols

• Basic Linux system performance tuning and monitoring, ability to troubleshoot performance issues within Java/Linux stack

• Knowledge of Interest Rates or Futures financial products (e.g. Treasuries/Swaps) is highly desirable

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

Competencies

• Strong verbal and written communication skills; ability to face off to business users

• Self-motivated individual and with determination to achieve goals

• Excellent analytical and problem solvingskills

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

• Ability to work on a fast-pace environment

• Fixed income product knowledge

• Proven leadership skills and experience

• Flexible and able to deliver quality results in the required timeframe