C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)

Citi; New York (NY); Hybrid; USD 162,000 - 243,000; Full time

Job summary

Citi is recruiting a C++/Python Quantitative Developer for Cross Asset XVA and Capital Analytics (Vice President). Hybrid London-based role focusing on pricing and risk models, with collaboration across Traders, Structurers, and Tech. Strong coding in C++, Python, and SQL is essential, along with experience in quantitative finance.

The position offers exposure to global markets, advanced analytics libraries, and a culture of governance and professional growth within Institutional Trading.

Qualifications

• Experience in quantitative analytics for pricing and risk management.
• Strong programming skills in C++, Python and related tools.
• Knowledge of financial instruments and numerical methods.

Responsibilities

• Develop analytics libraries for pricing and risk management.
• Create and support quantitative models for trading using diverse methods.
• Collaborate with Traders and tech teams to ensure governance and delivery.
• Adhere to Citi's Code of Conduct and regulatory requirements.

Skills

C++

Python

Quantitative modeling

Communication

Education

Bachelor's degree or higher

Tools

C#

SQL

kdb+

STL

Job description

C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)

Job Req Id:

26982156

Location(s):

London, England, United Kingdom

Job Type:

Hybrid

Posted:

Aug. 06, 2026

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

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, Structured Query Language (SQL), mathematical finance/ programming and 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, Finance in order 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; and 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 which are required for your role, within the appropriate timeframe

Recommended Qualifications

• Experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
• Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
• Must also possess any level of product knowledge, Investments and Quantitative Methods
• Consistently demonstrates clear and concise written and verbal communication skills

Education

• Bachelor's/University degree, Master's degree or doctorate preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Job Family Group

Institutional Trading

Job Family

Quantitative Analysis

Time Type

Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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