About the role
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 wi…