At a Glance
- Tasks: Design and maintain pricing libraries for equity derivatives using advanced modelling and C++.
- Company: Join Citibank's innovative Equity Quantitative Derivative team in Switzerland.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Exciting front-office role with excellent career advancement potential.
- Why this job: Make a real impact by collaborating with traders and technologists on cutting-edge projects.
- Qualifications: Strong C++ skills and a passion for quantitative analysis in finance.
The predicted salary is between 63000 - 77000 £ per year.
Citibank (Switzerland) AG's Equity Quantitative Derivative team seeks a Quantitative Analyst to design and maintain production-grade pricing libraries for equity derivatives, combining advanced modelling with large-scale C++ development in a front-office setting.
You will collaborate with traders, structurers and technologists, implement models including Monte Carlo and PDEs, optimise performance, and support real-time pricing and risk analytics in Citi's global equities framework.
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Front Office Quant: Equity Derivatives Pricing in C++ employer: Citibank (Switzerland) AG
Citi London is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration across global teams. With a strong focus on employee growth, you will have access to extensive training and development opportunities while working in a hybrid environment that promotes work-life balance. Join us to be part of a forward-thinking organisation that values your contributions and empowers you to drive meaningful change in the financial services industry.
