1+ months
2018-06-222018-08-22

Rates eTrading Algo Developer

Citigroup
New York, NY
  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Technology
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18005172

Description


About Citi
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. Citi operates in business segments including global cards, consumer banking, institutional clients group (ICG), and global wealth management (GWM).
CMB Tech Overview
The evolution of electronic trading and automation has changed the way that rates products trade forever; driving a need for real-time, low latency pricing, market making and risk technology.  In this increasingly electronic and competitive landscape, Citi is key player due to its leading eTrading platform and investment in technology.  
The Rates algo team is at the forefront, by building high-performance low latency technology that supports the execution of billions of dollars of client trades every day.   Our competitive advantage is our technology and having a platform that provides exceptional and dependable trading experience.  
Job Purpose:
Rates eTrading Algo Technology team in North America supports Citis Internal Market Making, Algorithmic Trading, and internal matching for the US Treasurys algo trading business.  Were seeking to hire an experienced candidate to lead and advance the suite of Rates algo execution platform creating a best in class, next generation product for our clients franchise.  This includes optimizing execution logic and development of new algorithms to minimize market impact.  The suite of components including execution tools, internal market makers, matching engines, and the hedger components.
This is a challenging and exciting opportunity to run one of the largest and most sophisticated algo platforms in Rates.  It will involve working directly with trading and quants to solve both business and technology problems with a direct measurable impact on the business.
Key Responsibilities / Role:
  • Understanding of good design principles and ability to adhere to complex design
  • Development of common, reusable components and services utilizing Citis best practices
  • Responsible for creating high performance, low latency applications leveraging existing Citi framework
  • Working with other core Etrading teams to manage and support the application.
  • Ensuring strong reliability, scalability and performance of the core Algo components
  • Liaise with technical, business and quant teams to collaborate on identifying opportunities and solutions
  • Drive architecture and execute on our technical strategy
  • Partner with business to continue to evolve algo architecture roadmap beyond near term objectives
  • Coordinate development with both internal technology teams and business/quants
  • Drive engineering standards and continue to strive for best in class
Job Opportunities:
  • Work on high profile Algo etrading projects that deliver next-generation performance and functionality and play a partnership role defining the direction of Rates algorithmic trading at Citi
  • Improve knowledge of Flow Trading systems
  • Harness capabilities of modern technologies and be accountable for the positive impact of delivery
  • Work closely with the trading and quant desks on a daily basis
  • Increase experience of project management methodologies and global teamwork
  • Significant profile exposure through senior role on high profile, prestigious project

Qualifications


Knowledge/Experience:
  • Strong academic record, ideally with a Bachelors or Masters degree in Computer Science, Information Science, engineering or related technical or quantitative discipline.
  • Demonstrable success in designing and delivering multi-tiered applications        
  • Extensive hand-on coding expertise in Core Java
  • Strong Software development fundamentals, data structures, design patterns, Object-Oriented programming, architecture, algorithms, and problem-solving skills
  • Strong focus on system performance tuning and experience with low latency Java programming
  • Solid understanding of service architecture and high performance, low latency, and multi-threading techniques
  • Experience architecting and designing high performance server side components.
  • At least 7+ years of experience using Java to develop service oriented applications
  • Knowledge of Market Microstructure and Optimal execution
  • Prior experience in building algo trading systems
  • Experience analyzing large dataset with time series databases
  • Knowledge of any Interest Rates or Futures financial products (e.g. Treasuries/Swaps)
  • Technical skills include Java, Spring, TDD, KDB, FIX, and UNIX/LINUX
Competencies:
  • Strong verbal and written communication skills; ability to face off to business users
  • Self-motivated individual and with determination to achieve goals
  • Willingness to learn, both technically and professionally
  • Strong analytical and problem solving skills
  • Good team working skills and ability to work in a distributed global team environment
  • Ability to work on a fast-pace environment; Flexible and able to deliver quality results in the required timeframe

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Rates eTrading Algo Developer

Citigroup
New York, NY

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Citigroup
New York, NY
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