Citi's Market Risk Technology team is seeking a Senior C++ Developer to create high-performance risk calculation engines for global trading infrastructure. The role involves developing scalable, low-latency systems for stress testing and complex risk calculations across multi-asset portfolios. The developer will work autonomously, collaborating with quantitative analysts and risk managers to translate regulatory requirements into production code. This position offers the opportunity to shape risk technology platforms and influence regulatory outcomes on a global scale.

• 5 or more years of professional experience writing clean, modern C++ (C++17 or C++20).
• Deep command of the Standard Template Library (STL), Boost libraries, RAII, smart pointers, and move semantics.
• Demonstrated ability to optimize CPU-bound and memory-bound applications using cache-locality techniques.
• Hands-on experience with multi-threaded programming and parallel computing frameworks such as Intel TBB or OpenMP.
• Proficiency using performance profiling and debugging tools in Linux environments.
• Bachelor's degree in a relevant discipline or equivalent professional experience.

• Design and build high-performance C++ risk calculation engines for multi-scenario stress runs.
• Architect low-latency, scalable systems for regulatory risk metrics and stress testing frameworks.
• Lead all phases of software development from feasibility assessment to production implementation.
• Translate complex quantitative risk models into robust production code in collaboration with analysts.
• Identify and resolve performance bottlenecks in CPU-bound and memory-bound systems.
• Define and enforce engineering standards across the codebase.

• 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.