Description:

ICG Rates Algo Tech 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 platform and investment in technology.  The Rates eTrading 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:

Rates Algo Technology team in North America supports Citi’s Internal Market Making, Algorithmic Trading, and internal matching for the US Treasury’s algo trading business.  We’re seeking to hire an experienced candidate to advance the suite of Rates algo execution platform creating a best in class, next generation product for our clients’ franchise.  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:

• Understanding of good design principles and ability to adhere to complex design
• Develop reusable algo trading engines and strategies
• Ensuring strong reliability, scalability and performance of the core algo components
• Responsible for creating high performance, low latency applications leveraging existing Citi framework
• Working with other eTrading teams to support live trading
• Liaise with technical, business and quant teams to collaborate on identifying opportunities and solutions
• Drive architecture and execute on our technical strategy
• Partner with business to continue to evolve algo architecture roadmap beyond near term objectives
• Drive engineering standards and continue to strive for best in class
• Deliver next-generation performance and functionality and play a partnership role defining the direction of Rates algorithmic trading at Citi

Qualifications:

Knowledge/Experience:

• Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysis
• At least 5 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 Bachelor’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
• 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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Job Family Group:

Technology

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Job Family:

Applications Development

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$142,320.00 - $213,480.00

In addition to salary, Citi’s 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:

Oct 03, 2024

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Citi is an equal opportunity and affirmative action employer.

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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