VP Quantitative Developer

Citi; Hong Kong; On-site; HKD 800,000 - 1,200,000; Full time

Job summary

Citi is seeking a Quantitative Developer in Hong Kong. This strategic role requires expertise in developing analytics libraries and quantitative models for the trading business.

The ideal candidate will have 5-10 years of experience, strong programming skills, and a Bachelor’s or Master’s degree in a relevant field. Responsibilities include collaboration with various stakeholders and ensuring compliance with regulations.

Qualifications

• 5-10 years of experience in a quantitative modeling or analytics role in finance.
• Strong programming skills in C#, .NET, SQL, C++, and statistics.
• Clear and concise written and verbal communication skills.

Responsibilities

• Develop analytics libraries for pricing and risk management.
• Create and support quantitative models for the trading business.
• Collaborate with traders and technology professionals.

Skills

C#

.NET

SQL

C++

Statistics

Probability theory

Analytical skills

Education

Bachelor’s/University degree

Master’s degree preferred

Job description

The Quantitative Developer is a strategic professional who stays abreast of developments within their field and contributes to directional strategy by considering their application in their job and the business. The role is recognized as a technical authority within the business, requiring basic commercial awareness. Multiple people within the business provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, especially colleagues in other areas and occasional external customers. The Quantitative Developer has a significant impact on the area through complex deliverables, providing advice and counsel related to the technology or operations of the business.

Responsibilities

• Develop analytics libraries used for pricing and risk‑management.
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools, including hardware acceleration, advanced calculus, C++ (including STL), C#, .NET, Java, object‑oriented software design, Python, kdb, SQL, mathematical finance/programming, statistics, and probability.
• Develop pricing models using numerical techniques for valuation, including Monte Carlo methods and partial‑differential‑equation solvers.
• Collaborate closely with traders, structurers, and technology professionals.
• Work in close partnership with control functions such as legal, compliance, market and credit risk, audit, and finance to ensure appropriate governance and control infrastructure.
• Build a culture of responsible finance, good governance and supervision, expense discipline, and ethics.
• Appropriately assess risk/reward of transactions when making business decisions and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; ensure that all team members understand the need to do the same.
• Adhere to all policies and procedures as defined by your role, which will be communicated to you.
• Obtain and maintain all registrations/licenses required for your role within the appropriate timeframe.
• Drive compliance with applicable laws, rules, and regulations, apply sound ethical judgment regarding personal behavior, conduct, and business practices, and report control issues with transparency.

Qualifications

• 5-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.
• Must have technical/programming skills: C#, .NET, SQL, C++ (including exposure to market data), statistics, probability‑based calculations, and use of probability theory to evaluate the risks of complex financial instruments, solve analytical equations, and design numerical schemes to analyze complex contracts; familiarity with software design and principles.
• Must also possess product knowledge, investments, and quantitative methods.
• Consistently demonstrates clear and concise written and verbal communication skills.

Education

• Bachelor’s/University degree; master’s degree preferred.

This job description provides a high‑level review of the types of work performed. Other job‑related duties may be assigned as required. As the role is for a Quantitative Developer, there will be a focus on technical aspects of the role, not mathematical modelling.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.