Quantitative Developer - Equity Derivatives, AVP

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analytics, programming, and communication to Citi’s Equity Derivatives Quantitative Development Team. By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview: The Equity Derivatives Quantitative Development Team works on the firm-wide Equity Derivatives Quant Library, which is a critical tool used for pricing, risk management, and reporting metrics on Equity Derivative products. This is a wide-ranging role that can touch many parts of Citi's organization, from implementing cross-asset standards for regulatory reporting to optimizing the memory footprint and calculation time of pricing and risk runs. We collaborate closely with our partners in technology to ensure that the changes we make get to the end user quickly and robustly. In this role, you will have the opportunity to make a significant impact across these vital areas and more.

What You'll Do:

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• Support modeling Quants on major projects to ensure coding efficiency and consistency across the library and different asset classes.
  
• Design the overall architecture of the library and establish coding best practices.
  
• Develop and maintain library and testing infrastructure and tooling.
  
• Implement cross-asset standards and initiatives to streamline processes and enhance consistency.
  
• Develop ad-hoc tools to showcase functionality or facilitate investigations.
  
• Focus on performance optimization and efficient use of compute resources within the library.
  

What We'll Need From You:

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• Strong programming skills in C++ and Python.
  
• A solid mathematical or sciences background at degree level.
  
• Exposure to or experience with Equity derivatives or the pricing of derivatives.
  
• Exposure to or experience with basic software design patterns and principles.
  
• Consistent demonstration of clear and concise written and verbal communication skills.
  

What We Can Offer You:

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• Firm-Wide Impact: Play a pivotal role in maintaining and enhancing a critical Equity Derivatives Quant Library used across Citi's global operations, impacting pricing, risk management, and regulatory reporting.
  
• Technical Excellence: Engage in challenging work related to coding efficiency, library architecture, performance optimization, and cross-asset standards.
  
• Collaboration: Work closely with modeling quants, technology partners, and other teams, ensuring robust and timely delivery of solutions.
  
• Continuous Learning: Gain exposure to a wide range of Equity Derivative products and deepen your expertise in quantitative library development.
  
• Competitive Compensation and Benefits:
  
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  • A competitive base salary (annually reviewed).
    
  • Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
    
  • A discretionary annual performance-related bonus.
    
  • Private medical insurance packages tailored to your personal circumstances.
    
  • Employee Assistance Program.
    
  • Pension Plan.
    
  • Paid Parental Leave.
    
  • Special discounts for employees, family, and friends.
    
  • Access to a wide array of learning and development resources.
    
  
  
  
• Flexible Work Arrangements: Join Citi London in a business casual workplace with a hybrid working model (up to 2 days working at home per week).
  
• Supportive Culture: Be part of a workplace where Citi is committed to ensuring everyone feels comfortable, energized, motivated, and empowered to thrive.
  

If you possess strong analytical, programming, and communication skills and are eager to contribute to a leading global financial institution, apply to discover the true extent of your capabilities.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.