Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview Citi is looking for a Quantitative Analyst to join its Equity Quantitative Derivative team within Markets Quantitative Analysis - a front-office group responsible for the research, development, and maintenance of pricing and risk models that underpin Citi's global Equity Derivatives franchise. In this role, you will combine advanced derivatives modelling with large-scale C++ development, building production-grade analytics libraries used directly by traders and structurers. This is a high-impact position where your quantitative expertise shapes the performance and reliability of Citi's equity derivatives platform. Responsibilities Design, build, and enhance a production-grade pricing library for equity derivative products, ensuring robust model integration and engineering excellence. Implement and maintain derivative pricing models - including stochastic and local volatility, stochastic correlation, and jump processes - using numerical methods such as Monte Carlo simulation and PDE solvers. Develop analytics libraries that support real-time pricing and risk management across Citi's equity derivatives business. Optimise core C++ codebases for performance and stability, maintaining engineering standards across large-scale library development. Build and support payoff scripting frameworks that enable flexible and accurate trade representation across a range of equity derivative structures. Establish and uphold best practices for model testing, validation, and governance, working alongside model risk and control functions. Collaborate directly with traders, structurers, and technology teams to translate business needs into quantitative solutions. Required Qualifications
Front Office Equity Derivatives Quant (C++ Pricing Models), VP - Citi employer: Citi
Citi is an exceptional employer, offering a dynamic work environment that fosters innovation and collaboration within the Equities Technology team. Employees benefit from cutting-edge technology, opportunities for professional growth, and a culture that values diversity and inclusion. With a focus on high-performance analytics and real-time data solutions, Citi empowers its engineers to make impactful contributions while enjoying a supportive atmosphere in a globally recognized financial institution.
