Fixed Income Algo Engineering Lead - SVP (Hybrid)

Job Purpose:

The FI Algo Technology team supports Citis Internal Market Making, Algorithmic Trading, and internal matching for the US Treasurys algo trading business. Were seeking to hire an experienced software engineer to advance the suite of Rates algo execution platform creating a best in class, next generation product 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 and the hedger components.

This is a challenging and exciting opportunity to contribute to one 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.

Key Responsibilities / Role:

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

Job Opportunities:

Work on high profile algo trading projects that deliver next-generation performance and functionality

Apply best software architecture and design practices for algo trading strategies development

Use scientific approach to improve performance of trading applications

Play partnership role defining the direction of Rates algorithmic trading at Citi

Harness capabilities of modern technologies and be accountable for the positive impact of delivery

Significant profile exposure through business impacting projects

Knowledge/Experience:

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

Experience with Python, Spring, TDD, KDB or any other tick data storages

Build tools, gradle, git, teamcity, jenkins, artifactory

Strong academic record, ideally with a Bachelors degree in Computer Science, Information Science, engineering or related technical or quantitative discipline

Competencies:

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

Ability to work on a fast-pace environment

Flexible and able to deliver quality results in the required timeframe

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In addition to salary, Citis offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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