Geraint Harcombe is a software engineer on the fixed income market making platform at Citadel Securities. He joined in September 2020 while working toward a PhD in Physics at Cambridge University.
7am. I wake up at 7am and whenever possible I like to jog to the London office. I live about five miles away. The office is right in the City, near Moorgate Station, which is a cool place to be.
8am. I arrive at the office, head to the showers that the firm provides for those who run or cycle to work, and have breakfast, which the firm provides every day. I respond to any emails and Slack messages that have come in overnight. My job involves working on the platform that supports Citadel Securities’ institutional market making activities across swaps and bonds. The platform enables all human and algorithmic trading, strategy research, position and risk management and post-trade reporting, so I work on a wide range of projects. We mostly code in C++ and Python, and our team moves very quickly, releasing new code every few weeks.
8.30am. Mornings are usually quieter for me. Much of our team is in the US and we have team meetings when they come online in the afternoon. The morning hours are generally when I’m most productive in terms of writing new code.
I’ve been here for 18 months and have experienced a range of different delivery timelines – anything from two weeks to six months. I’ve also worked on different types of projects, including projects on my own and those where I’ve been part of a team, and they’ve spanned the whole lifecycle of a trade. Though the deliverables and team differ from project to project, they have all had a direct impact on the business. I really enjoy seeing my work in action.
Right now, I’m developing a new quoter. This is a program that connects to an exchange and places orders according to a given trading strategy. I’ve previously worked on book management tools (tools that the middle office uses to manage our swaps portfolio) and reporting tools. All of the projects, whether for the front office or the middle office, help move the business forward. For example, if we want to trade a new product, we can’t do anything until the reporting systems are built. The diversity of the work and the impact it has makes it interesting.
10.30am. I have a break for a coffee. There are lots of really good coffee shops near the office and we usually go as a team. It’s a part of the day that I find really enjoyable. Sometimes we talk about work, sometimes we just talk about the weekend. It’s a social part of the day.
11am. I’m back working on my current project. I did a lot of coding in my PhD program, but this is very different. As a PhD student, I wrote a lot of code alone, but it’s the opposite when you are part of a larger firm. Here, there’s a lot of skills transfer and a lot of training, with lectures, coding and bootcamps on an ongoing basis. We have a great culture of code review, and while I often code on my own in the mornings, the afternoons are much more collaborative and I really appreciate the input I receive from my colleagues, who are at the top of the field.
1pm. I grab some lunch from the kitchen to eat at my desk. The teams in New York are coming online and I usually have conversations with them over Slack while I’m having lunch.
1.30pm. After lunch I typically make a pull request and participate in code reviews. The pull request is when I ask other members of the team to share their opinions on the code I’ve created in the morning. It often leads to opportunities for me to make changes and improvements and has been a great source of learning. I ask senior developers for their opinions on my code on a daily basis and they are very generous with their time. I review code myself too. Everyone here, regardless of tenure or title, is encouraged to review each other’s code, and it’s one of the key ways we learn from one another.
2.30pm. I have a meeting to discuss the status of my current project. The technology team I’m part of is based in London and New York and we have a lot of cross-team collaboration. We also work with other technology teams within Citadel Securities, such as equities, options or shared infrastructure. I typically meet with other technologists and with the project manager and team lead. We assess which tasks are left, and how we’ll divide them between us.
3pm. I have a meeting concerning a project that’s coming up. The head of our team is very good at communicating what’s in our book of work for the coming six months and we meet regularly on a one-on-one basis to discuss what I could work on next. I also meet up with the product managers and the product users to discuss what their ongoing requirements are. The principal users of our products are quantitative researchers and traders, and we work very closely with them.
3.30pm. Comments have come through on the pull request I made. I have a whiteboard session with other technologists and discuss which changes need to be made before I finish the code. If there are small tweaks to be made, I try to implement them while they’re still fresh in my mind.
4.30pm. I have some interviews with prospective candidates. The technical bar is very high here: we’re a small team of self-starters and we look for people who really enjoy a challenge. We have quite a few interview stages – I conduct some of the initial phone interviews and if those go well, candidates are invited in for a day of interviews with four or five other people. During these interviews, we usually run through a challenging problem together and I answer their questions about Citadel Securities and what it’s like to work here.
6pm. I usually wrap-up around 6pm and head home, though sometimes I work later or have weekend work. I generally set my own schedule in that regard and am driven by a desire to deliver for my team. When I wrap up for the day, I don’t run home – I’m more of a morning person! It’s fun to be a young person in London, so I often meet friends at the gym or cook for them at home.
10.30pm. I’m in bed by 10.30pm or 11pm. I’m not the sort of person who can survive on five hours of sleep a night – I need a lot of sleep! At Citadel Securities we work hard, but there’s also a lot of attention to well-being: the firm is investing in you for the long run and trusts you to manage your time and your workload. There’s never a shortage of interesting and meaningful work to be done, and I know there’s more in store for tomorrow.
Click here to create a profile on eFinancialCareers. Make yourself visible to recruiters hiring for top jobs in technology and finance.
Have a confidential story, tip, or comment you’d like to share? Contact: [email protected] in the first instance. Whatsapp/Signal/Telegram also available (Telegram: @SarahButcher)
Bear with us if you leave a comment at the bottom of this article: all our comments are moderated by human beings. Sometimes these humans might be asleep, or away from their desks, so it may take a while for your comment to appear. Eventually it will – unless it’s offensive or libelous (in which case it won’t.)
Photo by Kid Circus on Unsplash