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Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Apps Development Sr Group Mgr - Director - **Company:** Citigroup, Inc. - **Location:** Jersey City, NJ, United States - **Experience:** Expert - **Salary:** $170,000.0 - $300,000.0 - **Contract:** Permanent contract - **Skills:** C++ (Programming Language), Program Optimization, Software Quality, Data Structures, Python (Programming Language), Data Streaming, Multithreading, Information Technology, Production Code - **Published:** August 23, 2026 - **Apply:** https://www.healthjobsnationwide.com/node/15450814/apply-external ## About the Role * 15+ years of hands-on, expert-level C++ development experience is a must, with a proven track record of building low-latency, high-throughput, computationally intensive systems. * Deep, practical experience building and delivering large-scale risk calculation engines for VaR and Stress Testing within a major financial institution. * A profound understanding of high-performance computing techniques, including multi-threading, vectorization (SIMD), memory optimization, and cache-friendly data structures. * A degree in a highly quantitative or technical field such as Computer Science, Engineering, Physics, or Mathematics. * Strong domain knowledge in Market Risk, financial derivatives, and the underlying mathematics of risk calculations. * Proven ability to lead and mentor elite teams of quantitative developers. * Excellent problem-solving skills and the ability to architect complex systems from first principles. ## Description Want to build the computational engine that powers Citi's entire market risk platform? Are you driven by the challenge of orchestrating trillions of floating-point operations to calculate VaR and Expected Shortfall in record time? Do you live and breathe high-performance C++ and get excited by the prospect of optimizing complex financial algorithms to their absolute limits? Citi is seeking an elite, hands-on engineering lead to architect and build our next-generation risk calculation engine. This is the heart of our risk platform, where petabytes of input data-sensitivities and historical scenarios-are fused to produce the firm's official risk numbers. You will be responsible for building a world-class, low-latency system that can handle the immense computational demands of modern risk management and regulations like FRTB. Your Role and Impact As the Lead Engineer for High-Performance Risk Calculations, you are the master of the computational kernel. You will own the core C++ framework responsible for executing our most critical risk methodologies, including Historical VaR, Expected Shortfall, and various stress testing calculations. Your primary mission is to deliver these complex calculations with unparalleled speed, accuracy, and efficiency. Your impact is direct and measurable. The performance of the engine you build determines how quickly the firm can understand its risk profile and manage its capital. You will lead a team of expert C++ developers, setting the standard for high-performance computing and delivering the computational horsepower that gives Citi its competitive edge., * Architect and develop the core C++ framework for large-scale risk aggregation and calculations from the ground up. * Implement and relentlessly optimize complex risk algorithms for FRTB Expected Shortfall, Historical Simulation VaR, and firm-wide Stress Testing. * Design the high-throughput data flow that efficiently combines market risk sensitivities with thousands of historical market scenarios to generate P/L vectors. * Lead a world-class team of high-performance C++ and Python developers, setting the standard for code quality, performance, and engineering excellence. * Collaborate with quantitative analysts to translate complex mathematical models into highly efficient, production-ready code. * Ensure the calculation engine is robust, scalable, and capable of meeting the aggressive timelines required for regulatory and internal risk reporting. ## Related Videos - [Python-Based Data Streaming Pipelines Within Minutes](https://www.wearedevelopers.com/videos/1233-python-based-data-streaming-pipelines-within-minutes) - [Asynchronicity and multithreading in C#](https://www.wearedevelopers.com/videos/447-asynchronicity-and-multithreading-in-c) - [Phel, a native Lisp for PHP](https://www.wearedevelopers.com/videos/791-phel-a-native-lisp-for-php) - [Enterprise-Cloud-Native - Fast-Paced Development & Deployment in a Highly Secure Banking Environment](https://www.wearedevelopers.com/videos/671-enterprise-cloud-native-fast-paced-development-deployment-in-a-highly-secure-banking-environment) - [Java with a Clojure mindset](https://www.wearedevelopers.com/videos/103-java-with-a-clojure-mindset) - [Why and when should we consider Stream Processing frameworks in our solutions](https://www.wearedevelopers.com/videos/1085-why-and-when-should-we-consider-stream-processing-frameworks-in-our-solutions) ## Related Articles - [How We Built a Worry-Free System That Runs for 10+ Years – And What We’d Do Again](https://www.wearedevelopers.com/magazine/751-how-we-built-a-worry-free-system-that-runs-for-10-years-and-what-we-d-do-again) - [The 10 C++ programming questions to expect in an interview](https://www.wearedevelopers.com/magazine/50-the-10-c-programming-questions-to-expect-in-an-interview) - [What’s the Difference between a Junior, Mid, and Senior Developer?](https://www.wearedevelopers.com/magazine/238-what-s-the-difference-between-a-junior-mid-and-senior-developer) - [How Much FAANG Companies Actually Pay Software Engineers in 2025](https://www.wearedevelopers.com/magazine/230-how-much-faang-companies-actually-pay-software-engineers-in-2025) - [Is Software Engineering Over-Saturated?](https://www.wearedevelopers.com/magazine/418-is-software-engineering-over-saturated) - [Highest Paying Tech Companies for Developers](https://www.wearedevelopers.com/magazine/220-highest-paying-tech-companies-for-developers)