Senior Equity Derivatives Quant (C++) - Hybrid London

Citigroup Inc.

Greater London

Ibrido

GBP 120.000 - 190.000

Tempo pieno

8 giorni fa

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Descrizione del lavoro

Citigroup Inc. is seeking a Front Office Equity Derivatives Quant (C++ Pricing Models) in London. You will design and maintain a production-grade pricing library, implement advanced derivative models, and develop analytics for real-time pricing and risk management.

The role combines quantitative modelling with large-scale C++ development in a hybrid office setting. You will work closely with traders, structurers, and technology teams, applying Monte Carlo and PDE techniques to equity

Competenze

Advanced degree in a quantitative discipline (Quant Finance/Math/Physics).
Strong experience in derivatives pricing and numerical methods (Monte Carlo, PDE).
Excellent communication and ability to collaborate with traders, structurers, and tech teams.

Mansioni

Design, build, and enhance a production-grade pricing library for equity derivatives.
Implement and maintain derivative pricing models (stochastic/local volatility, jumps).
Develop analytics libraries for real-time pricing and risk management.
Optimize C++ codebases for performance and stability.
Collaborate with traders, structurers, and technology teams to translate needs into solutions.