Senior C++ Application Developer VP

Citi’s Market Risk Technology team is hiring a Senior C++ Developer to design, optimize, and build the high-performance risk calculation engines that sit at the core of Citi’s global trading book infrastructure. In this role, you will develop and maintain scalable, low-latency systems that execute large-scale stress testing scenarios and complex risk calculations - including Expected Shortfall, Value at Risk (VaR), and sensitivity-based measures - across multi-asset portfolios worldwide. You will operate with a high degree of autonomy, acting as a subject matter expert to senior stakeholders and cross-functional teams at the intersection of high-performance computing and financial risk., * Design and build high-performance C++ risk calculation engines capable of executing multi-scenario stress runs and regulatory risk metrics across global multi-asset portfolios.

• Architect low-latency, scalable systems that meet the computational demands of the Fundamental Review of the Trading Book (FRTB) and enterprise-wide stress testing frameworks.
• Lead all phases of software development - from feasibility assessment and technical planning through construction, testing, and production implementation.
• Translate complex quantitative risk models and regulatory requirements into robust, maintainable production code in close collaboration with quantitative analysts and risk managers.
• Identify and resolve performance bottlenecks in CPU-bound and memory-bound systems, applying techniques such as cache optimization, SIMD vectorization, and memory allocation reduction.
• Define and enforce engineering standards across the codebase, contributing to long-term system quality and operational stability.
• Advise senior stakeholders and cross-functional technology groups on advanced technical solutions, shaping the architectural direction of risk technology platforms.

• 5 or more years of professional experience writing clean, modern C++ (C++17 or C++20), with deep command of the Standard Template Library (STL), Boost libraries, RAII, smart pointers, and move semantics.
• Demonstrated ability to optimize CPU-bound and memory-bound applications using cache-locality techniques, memory alignment, SIMD vectorization, and allocation minimization strategies.
• Hands-on experience with multi-threaded programming, including synchronization primitives, lock-free data structures, and parallel computing frameworks such as Intel TBB, OpenMP, or std::execution.
• Proficiency using performance profiling and debugging tools in Linux environments, including Valgrind, gprof, Intel VTune, perf, and GDB.
• Ability to work directly with quantitative analysts, risk managers, and regulatory reporting teams to convert mathematical models and regulatory rules into production-grade software.
• Bachelor’s degree in a relevant discipline or equivalent professional experience.

• Hybrid working - 3 days in the office and 2 days working remotely, giving you structure alongside flexibility.
• Ownership of technically demanding, high-impact engineering problems that directly influence regulatory and risk outcomes at global scale.
• Close collaboration with quantitative analysts, risk managers, and senior technology leaders, broadening your expertise across both engineering and financial risk domains.
• Access to learning and development resources that support continued technical growth and career progression.
• A performance-driven environment where your contributions are visible, valued, and directly tied to business outcomes.
• Competitive compensation and financial wellbeing support, reflective of seniority and the strategic nature of the role., $113,840.00 - $170,760.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact., At Citi, you will work on systems that matter - infrastructure that powers risk decisions across one of the world’s largest financial institutions. This is a senior role with real ownership, direct access to complex technical challenges, and the opportunity to shape how Citi manages risk at a global scale.