At a Glance
- Tasks: Design and develop high-performance quantitative libraries for pricing and risk management.
- Company: Join Citi's innovative Numerical Performance Group, a leader in financial technology.
- Benefits: Competitive salary, diverse work environment, and opportunities for professional growth.
- Other info: Collaborative team culture with mentorship opportunities and career advancement.
- Why this job: Make an impact in finance with cutting-edge technology and advanced mathematical techniques.
- Qualifications: Postgraduate degree in a numerate discipline; strong C++ programming skills required.
The predicted salary is between 80000 - 100000 € per year.
We are seeking an experienced Quantitative Developer to join the Numerical Performance Group (NPG), a central specialist team within Citi’s Markets Quantitative Analysis (MQA) organisation. NPG designs, develops, and deploys 'roots', Citi’s core high‑performance C++ numerical library, which underpins pricing and risk infrastructure across multiple asset‑class quantitative teams and is engineered for maximum accuracy and performance on modern hardware.
The team works closely with front‑office quantitative groups and trading desks, tackling critical performance, scalability, and stability challenges across Citi’s derivatives pricing stack.
Responsibilities- Design, develop, and enhance quantitative libraries used for pricing and risk management
- Create, implement, and support quantitative models for the trading business using advanced mathematical and computational techniques
- Apply high‑performance computing methods, including hardware acceleration and low‑level optimisation
- Develop pricing models using numerical techniques such as Monte Carlo methods and partial differential equation (PDE) solvers
- Work with technologies including C++, CUDA, Python, and adjoint algorithmic differentiation (AAD)
- Contribute to the technical direction of the group, mentor junior team members, and collaborate closely with quant teams across asset classes
- Proven experience in a high‑performance computing or numerical software role (experience outside of finance will be considered)
- Strong programming skills in C++; experience with CUDA and Python preferred
- Excellent background in computational mathematics, numerical analysis, or a related quantitative discipline
- Demonstrated ability to design, implement, and optimise complex mathematical algorithms for performance‑critical applications
- Solid understanding of Adjoint Algorithmic Differentiation (AAD) concepts; hands‑on experience with AAD tools is highly desirable
- Deep practical knowledge of low‑level optimisation techniques, including SIMD intrinsics, auto‑vectorisation, cache behaviour, and memory access patterns
- Strong understanding of modern hardware architectures and their impact on computational performance
- Experience developing and optimising software on both Windows and Linux
- Clear, concise written and verbal communication skills, with the ability to collaborate effectively across teams
Candidates should hold a postgraduate degree in a numerate discipline such as Mathematics, Physics, Computer Science, Engineering, or a related field. Given the seniority and specialist nature of the role, a PhD is strongly preferred.
Quantitative Developer, VP in London employer: Citi
Citi is an exceptional employer for Quantitative Developers, offering a dynamic work environment within the Numerical Performance Group that fosters innovation and collaboration. Employees benefit from a strong focus on professional growth, with opportunities to mentor junior team members and engage in cutting-edge projects that leverage high-performance computing techniques. Located in a vibrant financial hub, Citi provides a supportive culture that values diversity and inclusion, ensuring that every team member can thrive and contribute meaningfully to the organisation's success.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Developer, VP in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend meetups, webinars, or even online forums where you can chat with industry folks. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those involving C++, CUDA, and Python. This is your chance to demonstrate your expertise in high-performance computing and numerical analysis. Make it easy for potential employers to see what you can do!
✨Tip Number 3
Prepare for technical interviews by brushing up on your algorithms and numerical techniques. Practice coding challenges that focus on performance optimisation and mathematical modelling. The more prepared you are, the more confident you'll feel when it’s time to shine!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got some fantastic opportunities waiting for talented individuals like you. Tailor your application to highlight your experience with quantitative libraries and your understanding of modern hardware architectures. Let’s get you that dream job!
We think you need these skills to ace Quantitative Developer, VP in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your experience in high-performance computing and numerical software. We want to see how your skills in C++, CUDA, and Python shine through!
Showcase Your Projects:Include specific projects where you've designed or optimised quantitative models. We love seeing real examples of your work, especially if they relate to pricing and risk management.
Be Clear and Concise:When writing your application, keep it clear and concise. We appreciate straightforward communication, so make sure your key points stand out without unnecessary fluff.
Apply Through Our Website:Don’t forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. We can’t wait to see what you bring to the table!
How to prepare for a job interview at Citi
✨Know Your C++ Inside Out
Make sure you brush up on your C++ skills before the interview. Be prepared to discuss specific projects where you've used C++, and be ready to solve coding problems on the spot. Practising common algorithms and data structures in C++ will give you a solid edge.
✨Show Off Your Mathematical Prowess
Since this role heavily relies on computational mathematics, be ready to explain complex concepts like Monte Carlo methods or PDE solvers. Prepare examples of how you've applied these techniques in past projects, and don't shy away from discussing any challenges you faced.
✨Familiarise Yourself with High-Performance Computing
Understand the principles of high-performance computing and be ready to discuss your experience with hardware acceleration and low-level optimisation. If you've worked with CUDA or AAD tools, make sure to highlight that experience and how it contributed to performance improvements.
✨Communicate Clearly and Collaboratively
This role involves working closely with various teams, so strong communication skills are a must. Practice explaining complex technical concepts in simple terms, and think of examples where you've successfully collaborated with others to solve problems or enhance projects.
