Quantitative Developer (VP)

Citigroup Inc.; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Citi is seeking an experienced Quantitative Developer to join the Markets Quantitative Analytics team in New York. You will design, develop, and maintain high-performance pricing and analytics libraries, collaborating with quants, traders, and tech professionals to deliver production-grade solutions.

You will own the full lifecycle, apply modern engineering practices, and work across asset classes in a large-scale distributed environment, driving strategic platform decisions.

Qualifications

• 6-10 years of experience in quantitative development or related technical field.
• Strong programming experience in C++, Python, C#/.NET, or Java.
• Deep understanding of software engineering fundamentals and version control.
• Experience building CI/CD pipelines and modern software delivery processes.
• Knowledge of numerical methods and quantitative techniques.
• Experience with market data systems and large-scale data processing.

Responsibilities

• Design, develop, and maintain high-performance pricing, risk, and analytics libraries used across Global Markets.
• Partner with Analysts to transform research models into production-quality software.
• Build and optimize quantitative applications using modern C++ and Python.
• Own the full software development lifecycle from requirements to deployment and support.
• Drive engineering excellence through CI/CD, automated testing, and code reviews.
• Develop and maintain market data platforms and data pipelines for analytics.
• Collaborate with infra teams on distributed computing and cloud architectures.
• Improve performance, reliability, and maintainability through profiling and refactoring.
• Contribute to technology strategy and architectural decisions.
• Work with business, risk, compliance, and control functions for governance.

Skills

C++

Python

C#/.NET

Java

OI/DS fundamentals

Communication skills

Analytical thinking

Education

Master's degree in CS/SE/Math/Physics/Engineering

Tools

Docker

Kubernetes

kdb+/Q

SQL

Job description

We are seeking an experienced Quantitative Developer to join our Markets Quantitative Analytics team, partnering closely with Quantitative Analysts, Traders, and Technology professionals to build the next generation of pricing, risk, and analytics platforms.

This is a hands-on technical role for a highly skilled software engineer with a passion for quantitative finance. You will be responsible for designing and delivering high-performance, scalable solutions that support front office trading businesses across asset classes. The role offers the opportunity to work on complex quantitative challenges, modern engineering practices, and large-scale distributed systems while helping shape the strategic direction of Citi's quantitative technology platform.

Successful candidates will combine strong software engineering expertise with an understanding of quantitative methodologies and financial markets, translating sophisticated mathematical models into robust, production-grade solutions.

Key Responsibilities

• Design, develop, and maintain high-performance pricing, risk, and analytics libraries used across Global Markets.
• Partner with Quantitative Analysts to transform research models and prototypes into scalable, production-quality software.
• Build and optimize quantitative applications using modern C++ and Python, applying strong software architecture and engineering principles.
• Own the full software development lifecycle, including requirements gathering, design, implementation, testing, deployment, and ongoing support.
• Drive engineering excellence through CI/CD adoption, automated testing, code reviews, and software quality best practices.
• Develop and maintain market data platforms and data pipelines supporting analytics, pricing, and risk workflows.
• Work with infrastructure teams to leverage distributed computing, cloud technologies, and scalable architectures for large-scale calculations.
• Improve performance, reliability, and maintainability of existing quantitative systems through profiling, optimization, and refactoring.
• Contribute to technology strategy and architectural decisions across the quantitative development landscape.
• Collaborate with business, risk, compliance, and control functions to ensure robust governance and operational resilience.

What You'll Bring

Required Qualifications

• 6-10 years of experience in quantitative development, financial software engineering, or a related technical field.
• Strong programming experience in one or more of the following: C++, Python, C#/.NET, or Java.
• Deep understanding of software engineering fundamentals, including object-oriented design, design patterns, code quality, testing frameworks, and version control.
• Experience building and maintaining CI/CD pipelines and modern software delivery processes.
• Knowledge of numerical methods and quantitative techniques such as Monte Carlo simulation, linear algebra, optimization, or derivatives analytics.
• Experience working with market data systems, databases, and large-scale data processing environments.
• Ability to communicate effectively with both technical and non-technical stakeholders.
• Strong analytical and problem-solving skills with a focus on delivering business impact.

Preferred Qualifications

• Experience with modern C++ (C++17/20) and high-performance computing environments.
• Knowledge of kdb+/Q, SQL, and distributed data platforms.
• Experience with cloud technologies, containerization, and orchestration platforms such as Docker and Kubernetes.
• Understanding of financial products, derivatives, pricing models, and risk management concepts.
• Experience supporting front office trading or quantitative research teams.

Education

• Master's degree in Computer Science, Software Engineering, Mathematics, Physics, Engineering, or a related quantitative discipline.

Why Join Citi?

• Work directly with front office trading and quantitative teams.
• Build business-critical pricing and risk systems used across global markets.
• Solve challenging problems involving large-scale data, distributed computing, and quantitative analytics.
• Influence the design and evolution of Citi's strategic quantitative technology platform.
• Join a collaborative environment that values engineering excellence, innovation, and continuous improvement.

Job Family Group:

Institutional Trading

Job Family:

Quantitative Analysis

Time Type:

Full time

Primary Location:

New York New York United States

Primary Location Full Time Salary Range:

$175,000.00 - $250,000.00

In addition to salary, Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills

Please see the requirements listed above.

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

Illinois residents - AI Notice and Right

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.

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