Software Engineer in Test (SDET)

Role Overview

The Client Platform technology team builds and evolves the core platform that powers Citadel Securities’ client-facing businesses. This platform serves as a critical foundation supporting connectivity, order management, and analytics across multiple asset classes.

We are embarking on a multi-year strategic effort to modernize the platform’s infrastructure. As a Software Engineer in Test, you’ll contribute to this transformation by building Python‑first frameworks and C++‑adjacent hooks to verify distributed systems correctness, accelerate CI/CD, and protect latency‑sensitive releases across equities (cash/options) and beyond.

Location

New York City

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

Qualifications

• 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

Nice to have

• 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

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.

About Citadel Securities:

Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market’s most critical challenges, turning big ideas into real-world outcomes. For more information, visit CitadelSecurities.com.