Quantitative Developer (C++/Python) for Pricing & Risk

Citigroup Inc.; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Citigroup Inc. in London is seeking a Quantitative Analyst to develop analytics libraries for pricing and risk management and to create advanced quantitative models for trading.

The role emphasizes collaboration with Traders, Structurers, and technology teams, while upholding governance, risk controls, and ethical standards across the firm.

Applicants should combine strong programming skills in C++, C#, SQL, Python and Java with a solid foundation in financial mathematics and statistics.

Qualifications

• Experience in quantitative modeling or analytics in finance or trading.
• Strong programming and data analysis skills.
• Ability to collaborate with Traders, Structurers and technology teams.
• Knowledge of risk management and financial instruments is preferred.

Responsibilities

• Develop analytics libraries used for pricing and risk-management.
• Create, implement, and support quantitative models for trading using C++, C#, Python and SQL.
• Develop pricing models using numerical techniques including Monte Carlo methods and PDE solvers.
• Collaborate closely with Traders, Structurers, and technology professionals.
• Work with control functions to ensure governance and control infrastructure.
• Build a culture of responsible finance and ethics.
• Assess risk/reward of transactions and ensure awareness across teams.
• Adhere to Citi’s Code of Conduct and governance procedures.
• Obtain and maintain registrations/licenses as required.

Skills

C#

C++

SQL

Python

Java

Software design

Quantitative analytics

Education

Bachelor’s degree

Master’s degree

Doctorate

Job description

Citigroup Inc. in London is seeking a Quantitative Analyst to develop analytics libraries for pricing and risk management and to create advanced quantitative models for trading.

The role emphasizes collaboration with Traders, Structurers, and technology teams, while upholding governance, risk controls, and ethical standards across the firm.

Applicants should combine strong programming skills in C++, C#, SQL, Python and Java with a solid foundation in financial mathematics and statistics.