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

Citi; Greater London; Presencial; GBP 80.000 - 120.000; Jornada completa

Descripción de la vacante

Citi is seeking a Quantitative Analyst in London to build pricing and risk models for the trading business. You will develop analytics libraries and apply advanced mathematical methods using C++, C#, Python, and SQL in a collaborative, governance-driven environment.

The role interfaces with Traders, Structurers and technology peers, and requires strong communication and problem-solving skills to translate complex results into business impact.

Formación

• Experience in quantitative modeling or analytics within finance.
• Strong programming skills in C#/.Net, C++, SQL; familiarity with Python/Java.
• Exposure to market data, statistics, probability, and numerical methods.

Responsabilidades

• Develop analytics libraries for pricing and risk management.
• Create, implement, and support quantitative models for trading.
• Develop pricing models using Monte Carlo and PDE techniques.
• Collaborate with Traders, Structurers, and tech teams.
• Ensure governance with Legal, Compliance, Risk, Audit and Finance.

Conocimientos

Quantitative modeling

Communication

Problem solving

Educación

Bachelor's degree

Master's preferred

Herramientas

C#

C++

SQL

Python

Java

kdb

Descripción del empleo

Citi is seeking a Quantitative Analyst in London to build pricing and risk models for the trading business. You will develop analytics libraries and apply advanced mathematical methods using C++, C#, Python, and SQL in a collaborative, governance-driven environment.

The role interfaces with Traders, Structurers and technology peers, and requires strong communication and problem-solving skills to translate complex results into business impact.