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

Citi; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

Citi in London seeks a Quantitative Analyst to develop pricing and risk analytics libraries and build sophisticated mathematical models for the trading desk.

The role requires strong programming in C#, C++, Python, and SQL, with experience in financial instruments and risk management. You will collaborate across traders, structurers, and tech teams in a fast-paced institutional trading environment.

Qualifications

• Experience in a quantitative modeling or analytics role in finance.
• Strong programming skills in C# .NET, SQL, and C++.
• Experience with Python and Java; knowledge of financial instruments.

Responsibilities

• Develop analytics libraries used for pricing and risk-management.
• Create, implement, and support quantitative models for trading using C#, .NET, Python, and SQL.
• Collaborate with Traders, Structurers, and technology professionals.
• Work with control functions to ensure governance and control infrastructure.
• Adhere to Citi's Code of Conduct and related supervision plans.
• Obtain and maintain registrations/licenses required for the role.

Skills

C# .Net

C++

Python

SQL

Education

Bachelor's/Master's degree preferred

Job description

Citi in London seeks a Quantitative Analyst to develop pricing and risk analytics libraries and build sophisticated mathematical models for the trading desk.

The role requires strong programming in C#, C++, Python, and SQL, with experience in financial instruments and risk management. You will collaborate across traders, structurers, and tech teams in a fast-paced institutional trading environment.