Quantitative Developer (VP)

Citi; 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, risk, and analytics libraries used across Global Markets, partnering with quantitative analysts to productionize research models.

You will build quantitative applications with modern C++ and Python, own the full software lifecycle, and drive software quality through CI/CD, testing, and architectural best practices.

Qualifications

• 6-10 years of experience in quantitative development or related technical field.
• Proficiency in one or more of: C++, Python, C#/.NET, or Java.
• Strong fundamentals: OO design, patterns, testing, version control.
• Experience building CI/CD pipelines and modern software delivery processes.

Responsibilities

• Design, develop, and maintain high-performance pricing, risk, and analytics libraries.
• Partner with analysts to turn research models into production software.
• Own full software development lifecycle from requirements to deployment.

Skills

C++

Python

C#/.NET

Java

Quantitative analytics

Education

Master’s degree in a quantitative discipline

Tools

Docker

Kubernetes

CI/CD

Git

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.

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.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$175,000.00 - $250,000.00

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. 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.

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

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

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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.

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 review Accessibility at Citi.

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