below marketmost similar roles pay hereabove market
This role pays more than
78%
of similar roles. Most pay
$140,300–$216,925
— the blue band above.
At the midpoint, this role pays about
$221k
versus about
$179k
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
271 open roles
on FindRole.
Listed pay typically runs
$125,760–$188,640
across 253 roles with salary data.
The SVP Head of Market Data Engineering (C++) joins the Market Data Engineering team to design and deliver next-generation real-time market data distribution platforms for global Equities trading. This role involves building performance-critical C++ components for market data ingestion, normalization, and fan-out while ensuring accurate, deterministic, and low-latency delivery to internal consumers like Electronic Execution and analytics platforms. Key responsibilities include engineering the wire-to-consumer hot path using NUMA-aware design, core pinning, lock-free concurrency, and memory layout optimizations. The candidate will utilize Aeron for high-performance fan-out and IPC, performing Linux kernel and network tuning. Required expertise includes UDP multicast, exchange microstructure, and performance profiling using histograms for tail analysis. The work addresses the technical challenge of maintaining predictable behavior under burst load and volatile market conditions.
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 end-to-end wire-to-consumer hot path using NUMA-aware design, core pinning, and lock-free concurrency.
Perform operating-system and runtime-level optimizations including Linux kernel tuning, IRQ affinity, and performance profiling.
Configure and tune Aeron for high-performance fan-out, IPC, and back-pressure management.
Own latency measurement and observability using histograms and tail analysis to establish performance baselines.
Drive code quality and automated testing standards with a focus on latency regression safety.
Evolve Agile development practices and CI/CD pipelines to support accelerated release cycles.
What we're looking for
12+ years of hands-on engineering experience building low-latency, high-throughput systems.
Strong proficiency in modern C++.
Prior experience designing or owning real-time market data distribution platforms in a global financial institution (Equities required; multi-asset a plus).
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/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.
Bachelor's degree in Computer Science, Engineering, or a related field, or equivalent professional experience.
C++
Python
Rust
Linux Systems Programming
TCP/UDP
Multicast
CI/CD
Kubernetes
Docker
RDMA
FPGA
Kernel Bypass
Distributed Systems
Performance Profiling
Order Management Systems
High Availability