Quantitative Developer, High-Frequency Trading Systems

About Citadel & Citadel Securities

Citadel is an industry-leading investor in the world's financial markets. For more than three decades, we have used technology and research to capture market inefficiencies across global asset classes.

Role Overview

We are looking for an exceptional Senior Quantitative Developer to design and engineer our next-generation algorithmic execution platform in Chicago. You will be responsible for creating ultra-low latency software architectures capable of sub-microsecond decision making across global electronic exchanges.

Key Responsibilities

• Build and optimize modern C++20/C++23 algorithmic trading applications, market data feeds, and exchange order gateways.
• Eliminate latency variance through lock-free concurrency, zero-copy ring buffers, CPU cache optimization, and kernel-bypass networking (Solarflare OpenOnload).
• Interface execution software directly with FPGA coprocessors and specialized hardware accelerators.
• Develop high-fidelity historical market replay simulators and tick-level backtesting engines.
• Partner with quantitative researchers to turn complex mathematical trading models into high-reliability production software.

Qualifications & Experience

• Degree in Computer Science, Electrical Engineering, or related discipline.
• Expert-level modern C++ development skills with profound knowledge of templates, memory models, and low-level Linux internals.
• Demonstrated experience building ultra-low-latency distributed systems, financial trading gateways, or game engines.
• Familiarity with network protocol optimization (UDP multicast, TCP, FIX, ITCH/OUCH).

Compensation & Benefits

• Base Salary: $225,000 – $375,000 per year + lucrative discretionary annual performance bonus.
• Comprehensive healthcare and medical plan with zero employee payroll deductions.
• Premium fitness facility membership, wellness programs, and private chef on-site dining.
• Top-tier retirement savings match and relocation assistance.