Front-Office Quant Analytics Engineer — Real-Time Pricing

Citigroup; Greater London; Hybrid; GBP 62,000 - 102,000; Full time

Benefits offered by this job

Private medical care

Life insurance

Pension plan

Paid parental leave

27 days annual leave + bank holidays

Employee discounts

Learning and development resources

Employee assistance program

Job summary

Citigroup in London is seeking an experienced data engineer for the Equities Technology team to design and deliver production-grade analytics for front-office trading desks. You will work with traders and quants on real-time pricing, risk, and market-data analytics, supporting derivatives flow and exotics businesses.

The role emphasizes streaming analytics, cloud containers, and scalable architectures, with a hybrid work model (up to 2 days from home per week) in a technology-driven, globally

Qualifications

• Strong Python data engineering skills with Pandas, Parquet and speed-focused tooling.
• Experience with high-performance data stores and query engines (Trino, Snowflake).
• Familiarity with equities, options and futures concepts in finance.
• Evidence of using context engineering for AI-native solutions and software development.
• Degree in a quantitative field (engineering, math, physics or software).

Responsibilities

• Collaborate with traders, quants and structurers to deliver production-grade analytics.
• Build trading analytics and desk tools for Derivatives Flow, Delta 1 and Exotics.
• Productionise models and analytical workflows with traders and quants.
• Develop real-time pricing, risk and market data analytics for P&L and exposure monitoring.
• Create backtesting and simulation frameworks for equity derivatives.
• Build data pipelines for market and trade data and related analytics.
• Deliver tools for idea generation, volatility and flow analytics, hedging support.
• Improve desk tech stack with reusable libraries, APIs, and robust engineering practices.

Skills

Python

Pandas

Parquet

FastAPI

Jupyter

Airflow

Streamlit

Ray

Kafka

Flink

AWS

Azure

GCP

Docker

Kubernetes

Snowflake

Trino

Equities

Options

Futures

Context engineering

Education

Degree in Engineering / Applied Mathematics / Physics / Software Engineering

Tools

Trino

Snowflake

Kafka

Flink

Job description

Citigroup in London is seeking an experienced data engineer for the Equities Technology team to design and deliver production-grade analytics for front-office trading desks. You will work with traders and quants on real-time pricing, risk, and market-data analytics, supporting derivatives flow and exotics businesses.

The role emphasizes streaming analytics, cloud containers, and scalable architectures, with a hybrid work model (up to 2 days from home per week) in a technology-driven, globally