Citi’s Equities Technology organization is seeking a Senior Software Engineer to join the Equities Timeseries group, responsible for order data, tick data, and real-time Transaction Cost Analytics (TCA) supporting global trading. This role involves designing and implementing high-performance KDB+/q platforms used for order, execution, market data, and TCA analytics across both real-time and historical use cases. The candidate will define and maintain canonical time-series schemas and collaborate closely with traders and researchers to co-design and productionize analytics under microsecond-level latency constraints. Essential skills include deep expertise in KDB+/q or equivalent high-performance time-series platforms, experience with Java and C++, and a strong understanding of market microstructure and electronic execution workflows. The role requires working within a fast-paced, globally distributed environment where ensuring the correctness and performance of analytics is critical.
Skills
KDB+/q
Java
C++
Algorithmic Trading
SOR
Market Making
Quantitative Trading
Low-latency time series databases
High-throughput architectures
Performance optimization
SDLC discipline
Automated testing
Monitoring
Reconciliation
Traceability
AI-powered SDLC tooling
Code quality
Development tools
Testing frameworks
What you'll do
Design and develop next-generation time-series analytics platforms for multiple execution-critical systems.
Own and evolve high-performance KDB+/q platforms for order, execution, market data, and TCA analytics.
Define and govern canonical time-series schemas used across Algorithmic Trading and SOR systems.
Contribute to architectural decisions ensuring ultra-low-latency performance under microsecond constraints.
Partner with traders and researchers to co-design and productionize reliable time-series systems.
What we're looking for
12+ years of hands-on engineering experience with KDB+/q or equivalent time-series platforms.
Deep expertise in low-latency time series databases and high-performance system design.
Proven track record building Algorithmic Trading, SOR, or Quantitative Trading platforms.
Strong understanding of market microstructure and electronic execution workflows.
Ability to govern shared data models used by multiple downstream systems.
Excellent communication skills for complex technical explanations across teams.
Market check
Salary context
This
$176,720–$265,080
range sits above
88%
of similar postings on FindRole.
Peer median band
$120,000–$212,455
Median floor and ceiling across peers.
Typical midpoint (25–75%)
$142,050–$196,750
Middle half of comparable postings.
Based on 240 comparable postings.*
* 240 is the maximum number of comparable postings sampled.
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
336 open roles
on FindRole.
Listed pay typically runs
$125,760–$188,640
across 308 roles with salary data.