Quantitative Technology Developer - Python and C++ - Vice President

Citi; New York (NY); On-site; USD 180,000 - 250,000; Full time

Job summary

Citi is seeking a hands-on Senior Quantitative Technology Developer to join the ACE team in New York. You will design and implement high-performance risk analytics for derivatives credit risk across multiple asset classes, collaborating with Quantitative Research, Model Development, and Front Office Technology teams.

The role blends quantitative finance with software engineering, offering opportunities in pricing model development, scalability, and automated testing within a large-scale

Qualifications

• Strong Python production-grade applications experience.
• Expert C++ development with focus on performance, scalability, and maintainability.
• Experience with analytics libraries for derivatives pricing, exposure calculations, or risk management.
• Strong OO design, data structures, and algorithms.
• Experience on Linux/Unix platforms and SDLC processes.

Responsibilities

• Design, develop, and maintain strategic risk analytics applications supporting derivatives credit risk and exposure calculations.
• Develop, enhance, and support quantitative technology solutions leveraging in-house Python and C++ analytics libraries.
• Partner with Quantitative Research, Model Development, and Front Office Technology teams to integrate pricing models and enhancements into the ACE platform.
• Contribute to scalable, resilient, and high-performance calculation workflows across multiple asset classes.
• Analyze and optimize computational performance and memory utilization for large-scale risk calculations.
• Develop and extend automated testing frameworks (unit, regression, integration, performance).
• Support software release processes, CI/CD pipelines, and environment management.
• Investigate and resolve complex production, performance, and analytical issues.
• Collaborate with Risk, Quantitative Analytics, and Technology stakeholders to deliver priorities.
• Produce high-quality technical documentation and contribute to development standards and engineering best practices.
• Mentor junior developers and foster a collaborative engineering culture.

Skills

Python programming

C++ development

Quantitative analytics

Linux/Unix

Software engineering

Pricing/exposure modeling

Git

Jenkins

CI/CD pipelines

High-performance computing

Distributed computing

Analytical problem solving

Cross-team collaboration

Education

Bachelors or Masters degree in Computer Science, Engineering, Mathematics, Financial Engineering, or related quantitative field

Tools

Linux/Unix

CI/CD tooling

Git

Jenkins

Job description

Quantitative Technology Developer - Python and C++ - Vice President

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 Opportunity

The Analytical Calculation Engine (ACE) Development Team is responsible for building and maintaining Citi's strategic platform for derivatives credit risk and exposure calculations. The platform supports critical risk management, regulatory capital, and risk analytics functions across the firm and serves as a cornerstone of Citi's Financial Risk Technology landscape.

We are seeking a hands-on Senior Quantitative Technology Developer to join the ACE team and contribute to the development of high-performance risk analytics solutions. This role offers a unique opportunity to work at the intersection of quantitative finance, software engineering, and large-scale distributed computation while partnering closely with Quantitative Research, Model Development, Risk Management, and Front Office Technology teams.

Your Role and Impact

As a member of the ACE development team, you will design, develop, and enhance the strategic analytics platform that powers derivatives credit risk calculations across multiple asset classes. You will collaborate with quantitative analysts, model developers, and technology teams to implement pricing and exposure models, improve computational efficiency, and deliver robust risk analytics solutions used across the firm.

This role combines strong software engineering skills with an understanding of quantitative modeling and risk management. You will contribute to strategic platform initiatives, application modernization efforts, and the delivery of key business and regulatory capabilities

Key Responsibilities

• Design, develop, and maintain strategic risk analytics applications supporting derivatives credit risk and exposure calculations.
• Develop, enhance, and support quantitative technology solutions leveraging in-house Python and C++ analytics libraries.
• Partner with Quantitative Research, Model Development, and Front Office Technology teams to integrate pricing models and analytical enhancements into the ACE platform.
• Contribute to the design and implementation of scalable, resilient, and high-performance calculation workflows spanning multiple asset classes.
• Analyze and optimize computational performance, memory utilization, and processing efficiency of large-scale risk calculations.
• Develop and extend automated testing frameworks, including unit, regression, integration, and performance testing.
• Support software release processes, CI/CD pipelines, and environment management activities.
• Investigate and resolve complex production, performance, and analytical issues.
• Collaborate with stakeholders across Risk, Quantitative Analytics, and Technology organizations to deliver business and regulatory priorities.
• Produce high-quality technical documentation and contribute to development standards and engineering best practices.
• Mentor junior developers and contribute to a collaborative, high-performing engineering culture.

Required Qualifications

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Financial Engineering, or a related quantitative discipline.
• Strong software engineering experience within Capital Markets, Risk Technology, Quantitative Analytics, or Financial Services environments.
• Expert-level Python programming skills with experience building production-grade applications and analytics frameworks.
• Strong C++ development experience, with an emphasis on performance, scalability, and maintainability.
• Experience developing and supporting analytics libraries for derivatives pricing, exposure calculations, or risk management platforms.
• Strong understanding of object-oriented design, software architecture, data structures, and algorithms.
• Experience developing software on Linux/Unix platforms.
• Familiarity with SDLC processes, Git, Jenkins, CI/CD pipelines, and automated testing frameworks.
• Strong analytical and problem-solving skills with attention to detail and quality.
• Excellent communication and collaboration skills, with the ability to work effectively across global teams.
• Proven ability to take ownership of complex deliverables and drive them to successful completion.

Preferred Qualifications

• Knowledge of Counterparty Credit Risk (CCR), Exposure Modeling, XVA, Market Risk, or quantitative risk analytics.
• Understanding of derivatives products across Rates, Credit, Equities, FX, and Commodities asset classes.
• Familiarity with numerical methods, statistical analysis, optimization techniques, and Monte Carlo simulations.
• Experience working on regulatory initiatives including Basel, Stress Testing, FRTB, CCAR, or Model Risk Management.
• Exposure to distributed computing, high-performance computing, or large-scale analytics platforms.
• Prior experience working closely with quantitative researchers and model development teams.

Job Family Group:

Technology

Job Family:

Applications Development

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.

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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