Director, Equity Derivatives Structuring & Automation

Citibank (Switzerland) AG; Greater London; Hybrid; Confidential; Full time

Benefits offered by this job

27 days annual leave

Bonus scheme

Private Medical Care & Life Insurance

Pension Plan

Parental Leave

Employee discounts

Job summary

Citi Markets in London is seeking a Director-level quantitative structurer to design and deploy automated pricing, structuring and lifecycle platforms for multi-asset equity derivatives. You will drive real-time pricing, scenario analysis and straight-through processing in a fast-paced front-office environment.

Responsibilities include leading cross-functional delivery, integrating Citi's quant libraries, and advancing platform modernization while ensuring regulatory compliance and robust risk

Qualifications

• Front-office equity derivatives experience in pricing, hedging and marketing of vanilla/exotic products.
• Strong financial engineering fluency across multi-asset payoffs and volatility modeling.
• Proficient programming for rapid prototyping, automation and analytics.

Responsibilities

• Architect and deploy automated structuring platforms for real-time pricing and execution of equity derivatives.
• Lead end-to-end execution lifecycle from quote to book.
• Modernize infrastructure with cloud-native architectures and cross-functional collaboration.
• Coordinate post-trade lifecycle supervision and client communications.

Skills

Equity derivatives

Front-office structuring

Quantitative development

Greeks computation

Agile delivery

Stakeholder management

Financial engineering

Tools

Python

VBA/Excel

C++

SQL

Job description

Citi Markets in London is seeking a Director-level quantitative structurer to design and deploy automated pricing, structuring and lifecycle platforms for multi-asset equity derivatives. You will drive real-time pricing, scenario analysis and straight-through processing in a fast-paced front-office environment.

Responsibilities include leading cross-functional delivery, integrating Citi's quant libraries, and advancing platform modernization while ensuring regulatory compliance and robust risk