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Software Engineer in Test (SDET)

Citadel SecuritiesPosted Jul 19, 2026
New York (USA)
Prop TradingDevEntry Lvl

About this role

  • 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.

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 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

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.

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