How to learn C++ for a Citadel Securities job, in the words of Citadel Securities engineers

Maybe you want a job writing low latency code using C++ 26 at Citadel Securities? This is entirely understandable. Citadel Securities is a lucrative place to work. Mere 21 year-old interns there are earning around $20k+ per month right now. 

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Carl Cook already has a job at Citadel Securities. Carl works in London; he joined in February 2025 as a low latency options quantitative developer. Juan Alday works there too (in Miami, as an engineering lead). So does Timur Doumler, a Russian low latency C++ engineer who spent most of his career making music production software before joining Citadel Securities sometime in the past year, or so. 

Carl, Juan, Timur and others, recently congregated at a C++ meet-up in London. Citadel Securities has posted two videos here and here with their discussions. These are the brief takeaways from their chat.

Citadel Securities wants a different sort of C++ expertise

You don't know have to know everything about C++ or C++ 26 to get a job as an engineer at Citadel Securities. Carl confessed that he does not fall into this category. 

"I use C++ a lot, but I don't really know it absolutely inside out," he informed the audience. 

What Carl does know, though, is how use C++, "to get the fastest possible speed and lowest latency out of our trading systems."

Know about the hardware, too

If you want to be Carl, therefore, you need to know C++ but you also need to know about the hardware. 

Carl said it's actually quite easy to write low latency software. It's less easy to predict how that software will perform in production. The code can be fine but 'hidden things' bite you, said Carl. 

Those hidden things include cache line trampling (when performance is lowered by multiple CPU cores invalidating and reloading the same cache line), TLB misses (when the data needed by the Translation Lookaside Buffer is scattered across memory pages), branch-heavy loops (loops that can't easily be predicted by the CPU), and fragmentation (when software allocates data far away from the data that's relevant to it and memory allocations get slower as a result). 

You can be a great low latency engineer, but if you don't understand how the code maps onto the hardware, you will come undone. 

Knowing Citadel Securities' hardware before you work there is obviously not easy, but it will help to at least show an ability to tackle the issues.

Know about the systems layer

You also need to know about systems your code will operate on. If you don't know about the operating system and the network stack, your speedy code will also be slowed down. You need to know about kernel bypassing (how a network packet is processed), NUMA-aware allocation (which physical memory banks your pages land on) and DPDK versus std::execution (Data Plane Development Kit vs. the new C++ library for asynchronous work), say the engineers.

Know when to use templates. And know when not to

You need to know how to use C++ templates, but you also need to know they can be problematic.

Herb Sutter, Citadel Securities' ex-Microsoft man and a technical fellow, said there was a time last year when a new library had been developed following Andrei Alexandrescu's Modern C++ design methods. The new library required that every supplier needed to be a template and this slowed the compile time. The library was therefore swapped out for concrete types, said Sutter. 

Know the compile-time toolkit

C++11 was "huge" because of its influence on compile-time, said Carl. Timur said Contexpr, which has been improved with each iteration in C++ and which helps the compiler evaluate functions and variables while running the program, is used very heavily at Citadel Securities. 

Know C++26

Citadel Securities uses C++26. Herb Sutter is a giant fan. Citadel Securities was one of the language's earliest adopters and has built its own libraries in the absence of libraries established elsewhere. 

If you make it to a Citadel Securities interview, Sutter says you can stand out by disclosing what particularly excites you about C++26.

Don't believe that AI will do all the work. Do believe that it makes a difference

AI will be "absolutely transformative" but it can also be overused, said Sutter. You will always need people who understand the language, and the architecture, he said. "Don't drink the Kool-Aid." 

This doesn't mean you can't use AI at all. Carl said it's particularly good at reading code and telling you what it's doing. Timur said he's found AI particularly helpful as someone who's moved to Citadel Securities from a different industry [music production, see above]. The code base is huge and you can use AI to understand what a section actually does, he declared. "You actually get really reasonable answers." 

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