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Software Engineer in Test (SDET)

Citadel Securities
🇺🇸New YorkSeniorFull-time$175k–$350kPosted June 5, 2026

About the Role

The Client Platform technology team builds and evolves the core platform that powers Citadel Securities' client-facing businesses. As a Software Engineer in Test, you'll contribute to a multi-year strategic effort to modernize the platform's infrastructure 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.

  • Build test harnesses that simulate client/exchange and OMS order lifecycle workflows
  • Author automated tests and grow CI/CD quality gates with deterministic runs
  • Design performance and latency test rigs with reproducible results and automatic regression detection
  • Create contract tests and service virtualization to decouple teams and speed releases
  • Develop failure-mode and chaos testing scenarios

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

Requirements

  • 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
  • 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

What You'll Get

  • $175k–$350k base salary
  • Medical and life insurance
  • Retirement and tax-free savings plans
  • Access to other healthcare programs
  • Discretionary incentive compensation program