Senior Software Engineer – Equities Low-Latency Technology (Rust / C++)

Department Overview The Equities Technology division is responsible for building and maintaining the high-performance, ultra-low-latency trading infrastructure that powers our global equities business. This includes market data dissemination, order routing, algorithmic execution, smart order routing (SOR), and real-time risk management systems.

We operate in a highly competitive environment where microseconds matter, requiring cutting-edge software engineering practices, deep hardware-software co-design, and robust system reliability. Role Summary We are seeking an exceptional Senior Software Engineer with deep expertise in Rust and C++ to join our Equities Low-Latency Trading Technology team.

In this role, you will design, develop, and optimize our next-generation trading systems. You will lead the strategic transition of legacy high-performance C++ components to modern Rust where safety and concurrency are paramount, while continuing to maintain and optimize critical ultra-low-latency C++ execution paths.

This is a highly technical role requiring a strong understanding of computer architecture, operating systems, network protocols, and modern software engineering paradigms. Key Responsibilities 1. System Design & Development Architect, build, and maintain ultra-low-latency trading systems, including exchange connectivity gateways, market data feeds, and algorithmic execution engines using Rust and C++ Design clean, modular, and reusable APIs and libraries that can be leveraged across multiple trading desks.

Lead the strategic migration of critical trading components from C++ to Rust, leveraging Rust's memory safety and concurrency guarantees without sacrificing performance. 2. Performance Optimization Profile and optimize systems to achieve sub-microsecond latencies and deterministic performance.

Apply low-latency techniques such as CPU pinning, cache-friendly data structures, lock-free programming, memory-mapped files, and custom memory allocators. Utilize kernel bypass technologies (e.g., Solarflare OpenOnload, DPDK, EF_VI) to minimize network stack overhead. 3.

Concurrency & Reliability Design and implement highly concurrent, thread-safe, and lock-free algorithms to handle massive throughput with minimal jitter. Implement rigorous testing methodologies, including unit testing, integration testing, property-based testing (in Rust), and high-fidelity simulation/back testing environments.

Ensure the high availability and operational resilience of trading systems through robust error handling and failover mechanisms. 4. Collaboration & Support Work closely with quantitative researchers, traders, and product managers to translate complex trading strategies and business requirements into robust, production-ready software.

Build real-time telemetry, monitoring, and alerting tools to ensure operational visibility. Provide level-3 escalation support for production systems during market hours. Required Technical Skills & Qualifications Programming Languages C++: Expert-level proficiency in C++ (C++11/14/17/20), with a deep understanding of template metaprogramming, RAII, move semantics, smart pointers, and the standard library (STL).

Rust: Strong proficiency in Rust, including ownership/borrowing concepts, lifetimes, unsafe Rust boundaries, macro systems, and the Cargo ecosystem. Systems Programming & Low-Latency Deep understanding of Linux operating system internals (kernel tuning, memory management, virtual memory, page faults, system calls).

Experience with low-latency networking (TCP/IP, UDP, Multicast) and socket programming. Familiarity with hardware-level concepts: CPU cache hierarchies (L1/L2/L3), TLB, branch prediction, and memory barriers. Concurrency Proven experience in multi-threaded programming, memory models (sequential consistency, acquire-release), and lock-free data structures.

Equities Domain Knowledge Solid understanding of Equities market structure, order types, exchange protocols (FIX, OUCH, ITCH), and trading lifecycles. Tools & Infrastructure Experience with profiling and debugging tools (gdb, valgrind, perf, VTune, heaptrack).

Proficiency with build systems (CMake, Cargo) and CI/CD pipelines (Git, Jenkins/GitHub Actions). Preferred Qualifications Experience with FPGA integration or hardware acceleration. Experience with kernel bypass technologies (Solarflare EF_VI, OpenOnload, DPDK).

Knowledge of market-making, smart order routing (SOR), or statistical arbitrage execution strategies. Bachelor’s or Master’s degree in Computer Science, Computer Engineering, or a related quantitative field. Core Competencies Analytical Thinking: Strong problem-solving skills with the ability to analyze complex systems and identify performance bottlenecks.

Collaboration: Excellent communication skills with the ability to work effectively in a fast-paced, cross-functional team environment. Adaptability: Eagerness to learn new technologies and adapt to evolving business requirements and market conditions.

Quality Focus: Commitment to writing clean, well-documented, and thoroughly tested code. ------------------------------------------------------ Job Family Group: Technology ------------------------------------------------------ Job Family: Applications Development ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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