This role pays less than
83%
of similar roles. Most pay
$151,000–$201,900
— the shaded band above.
At the midpoint, this role pays about
$142k
versus about
$176k
for comparable roles.
Based on 240 similar postings.
Employer
About Citi
Citi is one of the world’s most trusted financial institutions, proudly serving millions of customers across the United States.
Citi currently has
256 open roles
on FindRole.
Listed pay typically runs
$140,080–$210,120
across 238 roles with salary data.
As a Senior C++ Developer on the Market Risk Technology team, you will design, optimize, and build high-performance risk calculation engines that power global trading book infrastructure. You will develop low-latency systems to execute large-scale stress testing scenarios and complex calculations like Expected Shortfall and Value at Risk across multi-asset portfolios. Your daily work involves translating quantitative models into production code, resolving performance bottlenecks through cache optimization, SIMD vectorization, and memory allocation reduction. The role requires expertise in modern C++ (C++17 or C++20), the Standard Template Library, Boost, and multi-threaded programming using Intel TBB or OpenMP. You will utilize Linux profiling tools like Valgrind, gprof, and Intel VTune to ensure system stability. This position addresses critical financial risk problems, specifically meeting Fundamental Review of the Trading Book requirements for global portfolio management.
Design and build high-performance C++ risk calculation engines for multi-asset portfolios and stress testing.
Architect low-latency, scalable systems to meet FRTB and enterprise-wide risk management requirements.
Lead all phases of software development from initial feasibility assessment through production implementation.
Translate complex quantitative risk models and regulatory requirements into robust, maintainable production code.
Identify and resolve performance bottlenecks using cache optimization, SIMD vectorization, and memory allocation reduction.
Define and enforce engineering standards to ensure long-term system quality and operational stability.
Advise senior stakeholders on advanced technical solutions and the architectural direction of risk platforms.
What we're looking for
Bachelor's degree in a relevant discipline or equivalent professional experience.
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, SIMD vectorization, and allocation minimization.
Hands-on experience with multi-threaded programming including synchronization primitives, lock-free data structures, and parallel computing frameworks like Intel TBB or OpenMP.
Proficiency using performance profiling and debugging tools in Linux environments such as Valgrind, gprof, Intel VTune, perf, and GDB.
Ability to collaborate with quantitative analysts and risk managers to convert mathematical models into production-grade software.
C++
Python
Rust
TCP/UDP
Multicast
Linux Systems Programming
CI/CD
Docker
Kubernetes
FPGA
Kernel Bypass
RDMA
Order Management Systems
Distributed Systems
Performance Profiling
C++
Python
CI/CD
NoSQL
Big Data
Unit Testing
Git
Agile
Signal Processing
Estimation Theory
Linear Algebra
Differential Equations
GPU Programming
Parallel Programming
Asynchronous Programming
Sensor Fusion