Quantitative Analyst, Vice President

Citi; New York (NY); Hybrid; USD 120,000 - 160,000; Full time

Benefits offered by this job

Generous holiday allowance starting at 27 days plus bank holidays

Discretionary annual performance-related bonus

Private medical insurance packages

Pension Plan

Employee Assistance Programme

Job summary

Citi is looking for a Quantitative Analyst, Vice President to join its Markets Quantitative Analysis Team in London. This front-office role integrates advanced derivatives modeling with C++ development, shaping model research and a production-grade equity derivatives library.

The ideal candidate will contribute to pricing and risk management analytics while working in a dynamic team addressing market challenges. A competitive salary, flexible working, and generous benefits are included.

Qualifications

• Demonstrated years of experience in a comparable quantitative modelling or analytics role, preferably in the financial sector.
• Expert-level experience in derivatives pricing and product knowledge, ideally in equity exotics.
• Deep knowledge of numerical methods, particularly Monte Carlo simulation and PDE solvers.

Responsibilities

• Develop analytics libraries used for pricing and risk management.
• Design, build, and enhance a pricing library for derivative products.
• Implement and maintain derivative pricing models using numerical techniques.

Skills

C++ development

Quantitative modeling

Numerical methods

Communication skills

Education

Advanced degree in Quantitative Finance, Mathematics, Physics, or related field

Tools

Monte Carlo simulation

PDE solvers

Scripting languages

Job description

Quantitative Analyst, Vice President

Job Req Id: 26951203

Location: London, England, United Kingdom

Job Type: On-Site/Resident

Posted: May. 05, 2026

Job Overview

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in to Citi’s Markets Quantitative Analysis Team.

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

Part of Markets Quantitative Analysis, the Equity Quantitative Derivative Team is responsible for the research, development, and maintenance of quantitative models for pricing and risk management, supporting Citi's Equity Derivative franchise. This team is seeking a high-calibre Quantitative Analyst to contribute to model research and to the design and development of a production-grade equity derivatives library. This is a front‑office role combining advanced derivatives modelling with C++ development at scale.

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 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.

What you’ll do

• Develop analytics libraries used for pricing and risk management
• Design, build, and enhance a pricing library for derivative products and ensure robust model integration
• Implement and maintain derivative pricing models (e.g. stochastic/local volatility, stochastic correlation, jump), using numerical techniques for valuation including Monte Carlo methods and partial differential equation solvers
• Optimize the core codebase to ensure performance, stability, and engineering excellence
• Develop and support product payoff scripting frameworks for flexible trade representation
• Establish best practices for testing, validation, and model governance
• 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
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency

What we’ll need from you

• Demonstrated years of experience in a comparable quantitative modelling or analytics role, preferably in the financial sector
• Expert‑level C++ development, including contribution to large‑scale library design and development
• Experience with scripting languages and/or implementation of payoff scripting frameworks
• Expert‑level experience in derivatives pricing and product knowledge, ideally in equity exotics
• Deep knowledge of numerical methods, particularly Monte Carlo simulation and PDE solvers
• Advanced degree in Quantitative Finance, Mathematics, Physics, or related field
• Excellent communication and collaboration skills
• Consistently demonstrates clear and concise written and verbal communication skills
• This job description provides a high‑level review of the types of work performed. Other job‑related duties may be assigned as required

What we can offer you

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best‑in‑class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business‑casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.
• Cooperation with a high quality, international, multicultural and global team.
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organisational success.
• Management supporting balanced and agile work (flexible working hours, home office).
• A chance to make a difference with various affinity networks and charity initiatives.
• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
• A discretionary annual performance‑related bonus.
• Private medical insurance packages to suit your personal circumstances.
• Employee Assistance Programme.
• Pension Plan.
• Paid Parental Leave.
• Special discounts for employees, family and friends.
• Access to an array of learning and development resources.

Equal Opportunity & Accessibility

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

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please let us know.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Quick Note

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.