WHAT WE DO / THE TEAM

Citi’s Equities Technology team is undergoing significant growth and investment, specifically within derivatives trading, analytics and structuring teams. We are seeking a senior developer to buildout a green-field platform for the Exotics and Hybrids trading desks, from pre-trade pricing through to booking and risk. If you thrive in a fast-paced, collaborative environment and have a passion for markets and quantitative research, we want to hear from you!

KEY SKILLS AND PROVEN EXPERIENCE REQUIRED

• Hands-on programming in Python and any JVM languages.
• Product knowledge of exotic equity derivatives payoffs including autocallables & barrier options.
• Cloud container technologies (AWS, Azure, GCP, Docker, Kubernetes).
• Developed well-defined, maintainable interfaces with quant models; expertise in pricing library design and setting up regression testing suites is essential.
• Worked on mission-critical platforms for complex financial products.

DESIRED SKILLS AND OPTIONAL EXPERIENCE:

• Familiarity with HTML5/React web development.
• Data science stack including compute frameworks like Ray/Dask/Spark.
• Working with pricing models and tools in C++ & Excel.
• Experience with GPU programming for hardware acceleration, including CUDA.
• Quantitative finance and numerical methods applied within a trading-aligned team.
• Real-world application of generative AI prompt engineering to solve for natural language processing tasks.

MOST RELEVANT SKILLS

Please see the requirements listed above.
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OTHER RELEVANT SKILLS

For complementary skills, please see above and/or contact the recruiter.
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• Partner with exotic trading desks and quants to develop distributed pricing systems.
• Develop a high-performance back testing framework to evaluate new trading strategies.
• Integrate solutions with Citi’s reference data, market data, trade booking, and order execution systems.
• Drive the design process and seek consensus on architecture with senior technology stakeholders.
• Stay up to date with open-source solutions and latest trends to accelerate business outcomes.