Quantitative Developer, Vice President - New York

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Quantitative Development to Citi’s Common Quant Developers team.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

Citi's Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base.

In this role, as part of a team of cross-asset quantitative developers (QD) within MQA, you will have the opportunity to collaborate with other Quant teams and our IT partners in Front-Office and Risk Technology, to define and implement asset-class agnostic interfaces for interacting with the Quant libraries. You will also participate in the development of common components implemented in a core library, supporting calculations of PnL, risk, stress testing, and XVA.

What you’ll do

• You will work on projects and manage your own deliverables.
• You will contribute to the development of the Xi library (C++), which supports all analytics libraries used for pricing and risk-management on Windows and Linux.
• Working closely with Quants teams from MQA and IT partners in Front-Office and Risk Technology, you will help define and document the cross-asset interfaces used to interact with the asset class libraries (XiNG).
• You will refine existing XiNG interfaces as requirements evolve.
• You will enhance the existing XiNG implementations in the asset class libraries, by extending functionality, fixing bugs and improving performance.
• You will participate in the testing and release of the Xi library.
• You will provide support to users.

What we’ll need from you

• 6-10 years of experience in a comparable quantitative development role, ideally in the financial sector.
• Strong C++ and Python programming skills. Knowledge of additional languages such as Java and C# can be beneficial.
• Experience in library development on Windows and Linux.
• MSc or PhD degree in a relevant quantitative subject .
• Ability to deliver major projects while dealing with competing priorities.
• Good verbal and written communication skills.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as needed.

This is a terrific opportunity to join a growing, global and dynamic transformation team delivering meaningful and significant change.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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In addition to salary, Citi’s offerings may also include, for eligible employees, 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.

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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 Accessibility at Citi.

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