Citi's FI Algo Technology team is looking to hire an experienced software engineer to advance the suite of Rates algo execution platform, creating a best-in-class, next-generation product for clients' franchise by optimizing execution logic and developing new algorithms to minimize market impact.
Requirements
- Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysis
- At least 8 years of 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
Responsibilities
- 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
Other
- Strong verbal and written communication skills; ability to communicate with business users
- Self-motivated individual with determination to achieve goals
- Willingness to learn, both technically and professionally
- Strong analytical and problem solving skills
- Good team working skills and ability to work in a distributed global team environment
