What does a software engineer in electronic trading do? The life of a software engineer at Citadel Securities

Kelly He is a software engineer at Citadel Securities in New York. She graduated from MIT with a bachelor’s degree in electrical engineering and computer science in 2022 and completed an internship at Facebook before interning at Citadel Securities and joining the firm full time two years ago. This is what a day in her life is like.

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8am. Last year I had a big window in my bedroom and would wake up with the sunrise, but since moving to another apartment in Lower Manhattan, I’m able to avoid that these days. Now, I wake up at 8am and quickly get ready for work. To save some time, I take the subway to the office instead of taking a 30-minute walk.

8.30am. I’m usually in the office around 8.30am. I work within the business at Citadel Securities responsible for client execution services for equities and options. – What I do helps power the work of our traders and salespeople.  I’m on the User Interface (UI) team and we own multiple applications that have a variety of use cases and internal users from across the organization. UI is important – if you have a great system but can’t easily interface with it, it won’t be very helpful to the people it’s intended to serve.

9am. I have a meeting with some of the colleagues who use one of our apps. My role includes talking to our internal users about their needs. I have meetings with various users throughout the day so that we can understand how to develop the apps that meet the needs of as many people as possible. This can be complicated – the users have different needs depending on their business line, role, or focus – but it’s also really satisfying. I’m talking directly to the users and can quickly see the impact of my work.

10am. I’m back at my desk working on an issue with one of our apps. Some of my time is spent firefighting. Because my team interfaces most closely with the users, if an issue comes up, we’re usually the first ones to hear about it and we move quickly to address the issue. During market hours, part of my role involves solving problems and providing support. This can mean there’s a lot of context switching; it also means that I never get bored.

10.30am. I’m doing some quick work to improve the functionality of our data pipeline. Because most of my work involves apps, I typically code in React or Javascript for our web apps. 

11.45am. We have our first release of the day. Some days we will have up to three releases. Because we’re working on internal tools, we can release frequently and see the impact of our work immediately. This keeps things interesting. Everything goes according to plan, thanks to our strong testing environment,

12pm. Lunch! The firm provides lunch every day and there are a lot of healthy options, which is great for avoiding food comas. Most of the time I eat at my desk, but sometimes I’ll take time out for a coffee chat.

13.00. I’m shadowing some of the traders. I’ve never been a trader, so I watch them work to understand what they’re doing and the kind of issues they’re facing. If I were working on something I personally use, like Instagram, I’d have a lot of experience as a user and could intuit improvements myself. By shadowing the traders, I get to understand the reality of their processes and develop the UI based on their experiences rather than my own assumptions.

The traders make some suggestions for improvements, and I return to my desk and consider how I can best implement them. 

14.00. I have a short stand-up meeting with my immediate team every weekday at around 2pm where we discuss what we’re working on. Once a week, we also have a whole dev team meeting of 30-40 people to get a broader perspective. Our leadership likes us to be aware of everything that’s happening so that we can build the best overall systems and be creative in our approach to UI. 

14.30. I spend some more time addressing the feedback the users provided earlier in the day.

15.30. We have another bug to fix. This one is more complex; it’s about an hour before I can get back the improvements I was working on.

16.45. We have another release.

17.00. When the market closes, I get a chance to focus on coding. Some days are busier than others, but often there is a chunk of time where I can sit down and learn new things or think through a new solution. That’s something that’s really encouraged here. Since engineering is seen as key to the firm’s competitive advantage, what we do is about much more than pursuing great code; it’s about thinking commercially and identifying and pursuing projects with real business value. That mandate extends to everyone, regardless of how long you’ve been at the firm. It creates some exciting opportunities for more junior team members like me.

18.00. I usually finish between 18.00 and 18.30 and walk home to decompress. Occasionally, I’ll stay a bit later to get extra work done.

After work, I usually go to the gym or hang out with my friends. I also try to keep up with creative hobbies: I sew and do some woodworking. I recently checked into a makerspace where I’m trying to make a ladder. I watch a lot of DIY on YouTube and really enjoy crafts – it’s a sharp contrast to my day job!

1am. I tend to stay up pretty late. I’m a night owl and will be ready to face the day after six or seven hours of sleep.

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