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Citigroup

Rates eTrading Algo Developer

Citigroup, New York, NY


Description:ICG Rates eTrading Tech OverviewThe 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 eTrading 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 designDevelop reusable algo trading engines and strategiesEnsuring strong reliability, scalability and performance of the core algo componentsResponsible for creating high performance, low latency applications leveraging existing Citi frameworkWorking with other eTrading teams to support live tradingLiaise with technical, business and quant teams to collaborate on identifying opportunities and solutionsDrive architecture and execute on our technical strategyPartner with business to continue to evolve algo architecture roadmap beyond near term objectivesDrive engineering standards and continue to strive for best in classDeliver next-generation performance and functionality and play a partnership role defining the direction of Rates algorithmic trading at CitiQualifications:Knowledge/Experience:Strong software development fundamentals, data structures, design patterns, object-oriented programming, algorithms complexity analysisAt least 5 years of extensive hands on coding experience in Core Java within low latency, high throughput distributed applicationsExperience with ION Platform, FIX, SBE or any other messaging protocolsExperience implementing and supporting market data processing applications and algorithmic trading strategiesExperience building backtesting frameworks and historical data storagesBasic Linux system performance tuning and monitoring, ability to troubleshoot performance issues within Java/Linux stackWorking knowledge of no GC Java techniques and lock free thread safe algorithmsExperience with Python, Spring, TDD, KDB or any other tick data storagesBuild tools, gradle, git, teamcity, jenkins, artifactoryStrong academic record, ideally with a Bachelor’s degree in Computer Science, Information Science, engineering or related technical or quantitative disciplineCompetencies:Strong verbal and written communication skills; ability to face off to business usersSelf-motivated individual and with determination to achieve goalsWillingness to learn, both technically and professionallyStrong analytical and problem solving skillsGood team working skills and ability to work in a distributed global team environmentAbility to work on a fast-pace environmentFlexible and able to deliver quality results in the required timeframe------------------------------------------------------Job Family Group: Technology------------------------------------------------------Job Family:Applications Development------------------------------------------------------Time Type:Full time------------------------------------------------------Primary Location:New York New York United States------------------------------------------------------Primary Location Full Time Salary Range:$142,320.00 - $213,480.00In 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.------------------------------------------------------Anticipated Posting Close Date:Sep 10, 2024------------------------------------------------------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.Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.View the "EEO is the Law" poster. View the EEO is the Law Supplement.View the EEO Policy Statement.View the Pay Transparency Posting