Senior Quant Developer: C++/Python for Cross-Asset Pricing

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

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.