Hybrid Front-Office Quant, Equity Derivatives Pricing in C++

Hybrid Front-Office Quant, Equity Derivatives Pricing in C++

Full-Time 63000 - 77000 Β£ / year (est.) Home office (partial)
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At a Glance

  • Tasks: Develop advanced pricing models and analytics libraries using C++ for equity derivatives.
  • Company: Join Citi's dynamic Equity Quantitative Derivative team in a fast-paced environment.
  • Benefits: Competitive salary, flexible work options, and opportunities for professional growth.
  • Other info: Exciting opportunity to work with traders and structurers on innovative projects.
  • Why this job: Make an impact by merging finance and technology in a collaborative front-office role.
  • Qualifications: Strong C++ skills and a passion for quantitative analysis in finance.

The predicted salary is between 63000 - 77000 Β£ per year.

Citi is seeking a Quantitative Analyst to join its Equity Quantitative Derivative team within Markets Quantitative Analysis.

You will merge advanced derivatives modelling with large-scale C++ development to build production-grade analytics libraries used by traders and structurers.

The role involves pricing models (Monte Carlo, PDEs), real-time analytics, and collaboration with traders, structurers, and technology teams in a hybrid, front-office setting.

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Hybrid Front-Office Quant, Equity Derivatives Pricing in C++ 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.

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Contact Details:

Citi Recruitment Team

We think you need these skills to ace Hybrid Front-Office Quant, Equity Derivatives Pricing in C++

C++
Quantitative Analysis
Derivatives Modelling
Monte Carlo Methods
Partial Differential Equations (PDEs)
Real-time Analytics
Collaboration Skills