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Citadel Securities

Rates & Credit C++ Engineer

Reposted 2 Hours Ago
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In-Office
New York, NY
Mid level
In-Office
New York, NY
Mid level
The role involves building and supporting production-level trading systems in C++ for credit and rates products, collaborating with traders and quantitative researchers.
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Job Description
Role Summary
We are seeking a highly motivated Credit & Rates C++ Engineer to join our Fixed Income Technology team in London. This role sits directly alongside Traders and Sales across the European Government Bonds, EUR/GBP Rates, and Credit businesses, offering the opportunity to work at the center of a fast-paced global trading environment.
You will partner closely with Trading, Quantitative Research, and global Technology teams to design, build, and support high-performance trading, analytics, pricing, risk, and data systems that power a growing credit and rates platform.
This role is heavily focused on production-level C++ development and requires strong product knowledge or hands-on experience across rates, credit, fixed income, derivatives, or closely related trading products. Products may include government bonds, corporate bonds, interest rate swaps, bond futures, SOFR/SONIA/EURIBOR products, CDS, credit indices, repo, inflation products, swaptions, and fixed income ETFs.
This is an opportunity to contribute to a team building next-generation Credit & Rates Technology, where engineering quality, ownership, and close business partnership are highly valued.
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
Responsibilities
  • 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.

Qualifications
  • 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.

What We Offer
  • 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.

In accordance with applicable law, the base salary range for this role is $175,000 to $350,000.
In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans, and access to other healthcare programs.
About Citadel Securities
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. For more information, visit citadelsecurities.com .

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