Senior Rust or Java Developer, Fixed Income Trading, Senior Vice President
Citigroup
- Location
- Mississauga Ontario Canada
- Work model
- On-Site
- Level
- Staff
- Posted
- 20h ago
Skills
About this role
Senior Rust/Java Developer — Low-Latency eTrading Controls & Regulatory Reporting The Applications Development Senior Lead Analyst is a senior level position responsible for designing, building, and delivering the low latency eTrading controls and regulatory reporting platform for the Fixed Income business. The role owns the control that protects every execution: real-time pre-trade risk controls at the point of trade, and the regulatory and trade reporting infrastructure that sits on the highest-integrity data path. The overall objective is to lead the design and delivery of a latency-aware, audit-first control and reporting stack that keeps both the firm's trading floor and the regulatory framework safe without compromising execution speed.
Responsibilities
Partner with Markets eTrading management, trading desks, risk, and compliance to define architecture for real-time pre-trade risk controls and the regulatory reporting platform, ensuring integration with existing Firm and Markets technology infrastructure and control frameworks Design and deliver the latency-critical control and reporting paths in Rust , owning end-to-end design of real-time pre-trade risk checks (credit, mandatory/tenor limits, kill switches, price/tick validation) that fire inline on the hot execution path Lead integration and hand-off with the existing Java-based trading and reporting stack, bridging the Rust low-latency control core with the broader Java ecosystem and downstream regulatory systems Build and maintain the regulatory reporting infrastructure — including MiFID II / SEC / CFTC trade reconstruction, record-keeping, and best-execution reporting — with an audit-first, append-only, tamper-evident design that guarantees data integrity and completeness end to end Own the latency budget for controls: engineer risk checks and reporting capture so they add minimal, predictable overhead to the execution path, profiling, and tuning hot paths to meet strict latency and throughput SLAs Implement robust detection and escalation for control and reporting failures — including fail-open versus fail-closed decisioning, real-time alerting, and reconciliation of reported versus executed trades — so gaps are surfaced with transparency Serve as advisor and technical lead to the engineering team, allocating work, conducting code reviews, setting engineering standards for safety-critical, latency-sensitive control systems, and championing Rust adoption where it is the right tool Appropriately assess risk when technical and architectural decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets, by driving compliance with applicable laws, rules, and regulations, adhering to Policy, applying sound ethical judgment, and escalating, managing, and reporting control issues with transparency Qualifications: 8+ years of relevant experience in application development, systems programming, or low-latency platform engineering, ideally within a financial services or electronic trading environment Deep, production-grade experience with Rust in latency-critical, high-throughput systems — including unsafe code, memory mapping, lock-free/allocation-free hot paths, and cross-platform deployment — combined with strong working knowledge of Java and the ability to bridge the two ecosystems Demonstrated expertise in low-latency engineering: kernel and network tuning, busy-polling, ring buffers, cache-line optimization, zero-copy I/O, and quantitative benchmark/measurement methodologies Proven, hands-on experience in electronic trading controls and regulatory compliance in a market’s environment, including pre-trade risk controls, MiFID II / SEC / CFTC trade and transaction reporting, trade reconstruction, and best-execution record keeping Subject Matter Expert (SME) in at least one of: real-time pre-trade risk and control systems, regulatory/Trade reporting frameworks (MiFID II, EMIR, SEC/CFTC),