Quantitative Developer - Equity Derivatives, Citi

Quantitative Developer - Equity Derivatives

Citi

Location:
United Kingdom, London

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Equity Derivatives Quantitative Development Team works on the firm-wide Equity Derivatives Quant Library, which is a critical tool used for pricing, risk management, and reporting metrics on Equity Derivative products. This role involves implementing cross-asset standards for regulatory reporting, optimizing memory footprint and calculation time of pricing and risk runs, and collaborating closely with technology partners.

Job Responsibility:

Support modeling Quants on major projects to ensure coding efficiency and consistency across the library and different asset classes
Design the overall architecture of the library and establish coding best practices
Develop and maintain library and testing infrastructure and tooling
Implement cross-asset standards and initiatives to streamline processes and enhance consistency
Develop ad-hoc tools to showcase functionality or facilitate investigations
Focus on performance optimization and efficient use of compute resources within the library

Requirements:

Strong programming skills in C++ and Python
A solid mathematical or sciences background at degree level
Exposure to or experience with Equity derivatives or the pricing of derivatives
Exposure to or experience with basic software design patterns and principles
Consistent demonstration of clear and concise written and verbal communication skills

What we offer:

Competitive base salary (annually reviewed)
Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
Discretional annual performance-related bonus
Private medical insurance packages tailored to your personal circumstances
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to a wide array of learning and development resources

Additional Information:

Job Posted:
October 01, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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