Senior Quant Developer: Markets Analytics Lead

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

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.