Senior Quantitative Developer - Markets Pricing & Risk Platform

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

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.