Citigroup Inc.
Quantitative Developer, Equity Derivatives, Director
Citigroup Inc., New York, New York, us, 10261
Leading a small team of Quantitative Developers within the Equity Derivatives Quantitative team. The Quantitative Developer is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Recognized subject matter expert within one area. Strong commercial awareness is a necessity. An acknowledged authority both within and outside area of expertise. Typically a small number of people within the business that provide the same level of expertise. Excellent communication skills required in order to negotiate internally, often at a senior level. Some external communication is typically required. Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Required to think beyond existing solutions, assumptions or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area.
Responsibilities
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
Adequately assess risk/reward of transactions when making business decisions and ensure that all team members understand the need to do the same
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by the role which will be communicated to you
Obtain and maintain all registrations/licenses which are required for the role, within the appropriate timeframe
Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets
Qualifications
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
Education
Bachelor’s/University degree, Master’s degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Institutional Trading
Job Family:
Quantitative Analysis
Time Type:
Full time
Primary Location:
New York, New York, United States
Primary Location Full Time Salary Range:
$200,000.00 - $300,000.00
In addition to salary, Citi’s offerings may also include discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
Most Relevant Skills
Please see the requirements listed above.
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
Anticipated Posting Close Date:
Jan 25, 2026
This content is a summarized job description for internal use and does not bind Citi to any particular employment terms.
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Citi’s Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
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Responsibilities
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
Adequately assess risk/reward of transactions when making business decisions and ensure that all team members understand the need to do the same
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by the role which will be communicated to you
Obtain and maintain all registrations/licenses which are required for the role, within the appropriate timeframe
Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets
Qualifications
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
Education
Bachelor’s/University degree, Master’s degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Institutional Trading
Job Family:
Quantitative Analysis
Time Type:
Full time
Primary Location:
New York, New York, United States
Primary Location Full Time Salary Range:
$200,000.00 - $300,000.00
In addition to salary, Citi’s offerings may also include discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
Most Relevant Skills
Please see the requirements listed above.
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
Anticipated Posting Close Date:
Jan 25, 2026
This content is a summarized job description for internal use and does not bind Citi to any particular employment terms.
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Citi’s Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
#J-18808-Ljbffr