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Citadel Securities · 17 hours ago

Software Engineer in Test (SDET)

New York, NY

Full-time

Onsite

Mid Level

$175K/yr - $350K/yr

Citadel Securities is a leading global market maker and next-generation capital markets firm. As a Software Engineer in Test, you will contribute to modernizing the core platform by building frameworks and hooks to ensure system correctness and enhance CI/CD processes across various asset classes.

BankingFinanceFinancial Services

Growth Opportunities

Responsibilities

Build test harnesses that simulate client/exchange and OMS order lifecycle workflows across equities cash and options

Author automated tests (unit/integration/contract/perf) and grow CI/CD quality gates; make runs deterministic via golden traces/pcaps and time control

Design performance/latency test rigs (P50/P99.9, jitter, GC/allocator impact) with reproducible results and automatic regressions gates in CI

Create contract tests and service virtualization (exchange simulators, market‑data replayers) to decouple teams and speed releases

Develop failure‑mode/chaos scenarios (disconnects, throttling, slow consumers, sequence resets, clock skew, backpressure)

Drive cross‑repo test architecture/refactors (shared fixtures, contracts, pipelines) to improve coverage and reliability

Partner with development, SRE, and the trading desk to define and automate end‑to‑end scenarios that verify system correctness and business workflows

Qualification

PythonC++CI/CDLinuxNetworkingCommunicationDocumentation

Required

Proven ownership mindset: comfortable debugging unfamiliar systems, writing docs, and driving cross‑team initiatives

Expert Python for production‑grade automation

Ability to read/modify C++ test code and hook Python harnesses into C++ components

Strong Linux and networking fundamentals (TCP/UDP, sockets, pcap/Wireshark)

CI/CD experience (Jenkins/GitHub Actions, Git, CMake); containerized, reproducible test environments

Hands‑on design of performance/reliability tests (latency, throughput, backpressure) and flaky‑test triage

Excellent communication and documentation skills

Preferred

FIX engine experience (QuickFIX or proprietary), exchange simulators, OMS/EMS flows, DMA/algos, drop copy

Observability for tests (Prometheus/Grafana/Jaeger/Tempo; log correlation)

Data & infra: kdb+/q, Kafka, low‑latency instrumentation

Rust/Go or FP exposure (Haskell/OCaml); contract testing (Pact) and property‑based testing (Hypothesis)

Prior experience in financial systems or large‑scale distributed environments

Company

Citadel Securities

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Citadel Securities is a next-generation capital markets firm delivering critical liquidity and helping to shape the markets of tomorrow. It is a sub-organization of Citadel.

Founded in 2002