Quantitative Developer, Equity Derivatives, Director at Citi

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

07 Apr, 26

Salary

0.0

Posted On

07 Jan, 26

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

C++, Python, Statistics, Probability, Software Design, Quantitative Modeling, Risk Management, Market Data, Analytical Skills, Communication Skills, Mathematical Finance, Object Oriented Design, Grid Computing, Scenario Analysis, Coding Standards, Development Best Practices

Industry

Financial Services

Description

Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Develop analytics libraries used for pricing and risk-management Support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++ including STL, Java, object oriented software design, Python, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability Lead the design of library functionality including areas such as the Risk engine, Scenario analysis, library interface, grid computing, PAA Design and enforce coding standards and development best practices across the wider quantitative team Contribute to cross-asset forums around standardised tooling and design Collaborate closely with Traders, Structurers, and technology professionals Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure Build a culture of responsible finance, good governance and supervision, expense discipline and ethics Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation. Adhere to all policies and procedures as defined by your role which will be communicated to you Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe 15+ years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector Must have technical/programming skills; C++ & Python; Exposure to Market Data; Statistics and Probability based calculations; and Software design and principles Must also possess any level of product knowledge, Investments and Quantitative Methods Consistently demonstrates clear and concise written and verbal communication skills Bachelor's/University degree, Master's degree preferred ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Jan 25, 2026 ------------------------------------------------------

Responsibilities

The role involves conducting in-depth quantitative analysis to develop innovative solutions and support quantitative models for trading. It also includes leading the design of library functionality and collaborating with various teams to ensure governance and control.