Senior Vice President Senior C++ Market Data Engineer

Citi

Confirmed live yesterday High trust
Remote

Quick summary

Work type
Remote
Location
Jersey City, NJ
Salary
$176,720–$265,080 / yr
Posted
14 days ago
Freshness
Confirmed live yesterday

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $183k
This role $221k
$128k most similar roles pay here $280k

This role pays more than 76% of similar roles. Most pay $149,381–$217,006 — the shaded band above. At the midpoint, this role pays about $221k versus about $183k 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.

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At a glance

TL;DR · Senior Vice President Senior C++ Market Data Engineer

The SVP Senior C++ Market Data Engineer joins the Market Data Engineering team within the Equities Technology organization to design and deliver next-generation real-time market data distribution platforms. This role involves building performance-critical C++ components for ingestion, normalization, and fan-out while ensuring deterministic, low-latency delivery to internal consumers like Electronic Execution and analytics platforms. The engineer will manage wire-to-consumer latency, OS-level optimizations including NUMA-aware design, core pinning, and kernel tuning, alongside managing Aeron for high-performance transport and IPC. Key technical requirements include proficiency in modern C++, UDP multicast, and advanced performance profiling using histograms for tail analysis. The role addresses the complex challenge of providing accurate market data across global venues, requiring deep knowledge of exchange microstructure and regional market differences to solve critical infrastructure problems within a high-throughput trading environment.

What you'll do

  • Design and develop next-generation real-time market data distribution platforms for global Equities trading.
  • Build performance-critical C++ components for market data ingestion, normalization, and fan-out.
  • Engineer the wire-to-consumer hot path using NUMA-aware design, core pinning, and lock-free concurrency.
  • Perform operating-system and runtime optimizations including Linux kernel tuning and network configuration.
  • Implement high-performance fan-out and IPC using Aeron with custom driver and transport tuning.
  • Monitor and analyze latency metrics using histograms to ensure deterministic performance under heavy load.
  • Enforce strict standards for data correctness, schema management, and automated testing in the SDLC.

What we're looking for

  • Bachelor's degree in Computer Science, Engineering, or a related field, or equivalent professional experience.
  • 12+ years of hands-on engineering experience building low-latency, high-throughput systems with proficiency in modern C++.
  • Experience designing or owning real-time market data distribution platforms in a global financial institution.
  • Deep experience with UDP multicast in production environments including loss and recovery management.
  • Expertise in low-latency techniques such as NUMA, core pinning, CPU isolation, IRQ affinity, and kernel/network tuning.
  • Production experience using Aeron for transport tuning, back-pressure management, 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.

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