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.

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.