Citi’s Equities Technology organization is looking for a Senior Market Data Platform Engineer to join the Market Data Engineering team. This role focuses on designing and delivering next-generation real-time market data distribution platforms that support global Equities trading. The engineer will ensure low-latency and accurate market data delivery to various internal consumers while collaborating closely with trading desks and regional teams. Prior experience with real-time market data systems is essential for success in this position.

• 12+ years of hands-on engineering experience building low-latency, high-throughput systems with strong proficiency in modern C++.
• Prior experience designing or owning real-time market data distribution platforms in a global financial institution, specifically in Equities.
• Deep, hands-on experience with UDP multicast in production environments, including loss, recovery, and operational behavior.
• Strong understanding of low-latency techniques, including NUMA, core pinning, IRQ affinity, kernel and network tuning, memory management, and cache locality.
• Production experience using Aeron, including transport/driver tuning, back-pressure management, loss/replay semantics, and performance diagnostics.
• Demonstrated ownership of wire-to-consumer latency observability, including histograms, tail analysis, and regression detection.
• Strong understanding of exchange microstructure and regional market structure differences across global venues.
• Excellent communication skills with the ability to explain complex systems to engineers, quants, and trading stakeholders.

• Design and develop Citi’s next-generation real-time market data distribution platforms delivering normalized market data to multiple internal consumers across regions.
• Build and evolve performance-critical C++ components for market data ingestion, normalization, and fan-out.
• Define and enforce platform standards for market data semantics, schemas, and correctness guarantees.
• Engineer the end-to-end wire-to-consumer hot path with explicit focus on NUMA-aware design, core pinning, CPU isolation, lock-free concurrency, memory layout, and cache locality.
• Own operating-system and runtime-level optimizations, including Linux kernel and network tuning, IRQ affinity, threading models, and performance profiling.
• Ensure deterministic performance under burst load, packet loss, and volatile market conditions.
• Use Aeron for high-performance fan-out and IPC, with responsibility for driver configuration, transport selection, and tuning.
• Own latency measurement and observability using histograms and tail analysis, establishing baselines and alerting on distribution shifts.
• Drive high standards in code quality, automated testing, and SDLC discipline with emphasis on correctness and latency regression safety.
• Evolve Agile development practices and CI/CD pipelines with a focus on shift-left testing and safe, accelerated release cycles.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.