Rates & Credit C++ Engineer

• Build maintain and support high-performance trading and analytics systems primarily in modern C++.
• Develop systems supporting credit and rates products including government bonds corporate bonds swaps futures CDS credit indices repo inflation products swaptions and fixed income ETFs.
• Work closely with Traders and Sales across EGB EUR/GBP IRS and Credit desks to deliver front-office technology solutions.
• Partner with Quantitative Researchers and global Technology teams to turn trading requirements research ideas and models into production systems.
• Build tools and libraries for pricing curve construction spread analytics risk portfolio analytics execution workflows and P&L attribution.
• Develop high-performance low-latency multi-threaded applications in C++.
• Contribute to the architecture and design of distributed trading systems.
• Work with real-time market data reference data curves ratings index data trade data quote data and execution data.
• Support electronic trading workflows including RFQ dealer streams venue connectivity execution analytics trade capture and post-trade analysis.
• Analyze complex business and technical problems and implement scalable maintainable solutions.
• Improve system performance reliability monitoring and operational tooling.
• Provide timely production support for business-critical trading systems.
• Collaborate with teams across London Paris and New York.

• Strong professional experience building production systems in C++ with C++ as the primary programming language in recent roles.
• Strong product knowledge or hands-on experience across rates credit fixed income derivatives systematic trading or related trading products.
• Familiarity with products such as government bonds corporate bonds swaps futures CDS credit indices repo inflation products swaptions or fixed income ETFs.
• Experience building trading pricing risk analytics market data execution or financial technology systems.
• Strong understanding of multi-threaded application design distributed systems data structures algorithms memory management and system design.
• Ability to work directly with Traders Sales Quantitative Researchers and Engineers in a fast-paced front-office environment.
• Highly adaptable with a proactive approach to leveraging AI tools to enhance productivity decision-making and innovation.

• Direct access to front-office users and the chance to build systems used every day by credit and rates trading desks.
• Work on technically challenging problems across pricing risk market data execution and analytics.
• Close collaboration with engineering trading and quantitative research teams across London Paris and New York.
• Competitive compensation and benefits.
• A team environment that values ownership strong engineering standards and practical problem solving.

What We Do

Citadel Securities is a technology-driven next-generation global market maker. We provide institutional and retail investors with world-class liquidity competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers traders and researchers harness leading-edge quantitative research and the accelerating power of compute machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together we are forging the future of capital markets.

Why Work With Us

We do not accept the status quo and we are constantly looking to achieve what others think is impossible. That’s true not just in our careers but also in our communities.

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