Vice President, Quantitative Tech — Derivatives Risk Analytics

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

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