VP, Equity Derivatives Quant – Front‑Office C++ Expert

Citi; New York (NY); Hybrid; USD 120,000 - 160,000; Full time

Benefits offered by this job

Generous holiday allowance starting at 27 days plus bank holidays

Discretionary annual performance-related bonus

Private medical insurance packages

Pension Plan

Employee Assistance Programme

Job summary

Citi is looking for a Quantitative Analyst, Vice President to join its Markets Quantitative Analysis Team in London. This front-office role integrates advanced derivatives modeling with C++ development, shaping model research and a production-grade equity derivatives library.

The ideal candidate will contribute to pricing and risk management analytics while working in a dynamic team addressing market challenges. A competitive salary, flexible working, and generous benefits are included.

Qualifications

• Demonstrated years of experience in a comparable quantitative modelling or analytics role, preferably in the financial sector.
• Expert-level experience in derivatives pricing and product knowledge, ideally in equity exotics.
• Deep knowledge of numerical methods, particularly Monte Carlo simulation and PDE solvers.

Responsibilities

• Develop analytics libraries used for pricing and risk management.
• Design, build, and enhance a pricing library for derivative products.
• Implement and maintain derivative pricing models using numerical techniques.

Skills

C++ development

Quantitative modeling

Numerical methods

Communication skills

Education

Advanced degree in Quantitative Finance, Mathematics, Physics, or related field

Tools

Monte Carlo simulation

PDE solvers

Scripting languages

Job description

Citi is looking for a Quantitative Analyst, Vice President to join its Markets Quantitative Analysis Team in London. This front-office role integrates advanced derivatives modeling with C++ development, shaping model research and a production-grade equity derivatives library.

The ideal candidate will contribute to pricing and risk management analytics while working in a dynamic team addressing market challenges. A competitive salary, flexible working, and generous benefits are included.