Quantitative Engineer - Equity Derivatives - Assistant Vice President - NEW YORK

About the Role:

As a Quantitative Engineer within Citi's Equity Derivatives team, you'll play a critical role in designing, developing, and implementing high-performance software solutions that power our trading, risk management, and pricing systems. You'll collaborate closely with quantitative analysts, traders, and other technology professionals to deliver cutting-edge technology that drives our business forward. This role will involve working with large-scale distributed computing systems to handle the complexity and volume of our financial operations.

Responsibilities:

• Design and develop software applications: Build and maintain robust, scalable, and efficient software systems used for pricing, trading, and risk management of equity derivatives, with a focus on leveraging distributed computing environments.
• Implement complex algorithms: Translate quantitative models and trading strategies into production-ready code, optimizing for performance and scalability within a distributed architecture.
• Build and maintain data pipelines: Develop and manage high-throughput data infrastructure for processing large volumes of market data, trade data, and model outputs using distributed computing technologies.
• Collaborate with stakeholders: Work closely with quant modelers, traders, and other technology teams to understand requirements and deliver effective solutions within a distributed system context.
• Ensure software quality: Implement best practices for software development, testing, and deployment to maintain high standards of code quality and system stability in a distributed environment.

Skills and Qualifications:

• Bachelor's or Master's degree in Computer Science, Engineering, or a related technical field.
• Experience in software development, preferably within the financial services industry, with a strong emphasis on designing, building, and deploying applications on distributed computing systems.
• Strong programming skills in C++, Java, Python, or similar languages, with experience in object-oriented design principles and concurrent programming.
• Experience with distributed computing frameworks and technologies (e.g., Apache Spark, Hadoop, Kubernetes).
• Experience with developing and working with large-scale databases, messaging technologies (e.g., Kafka), and data streaming platforms.
• Familiarity with Linux/Unix environments and scripting languages.
• Excellent communication skills and the ability to work effectively in a fast-paced, collaborative environment.
• 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

Preferred Qualifications:

• Experience with cloud computing platforms (e.g., AWS, Azure) and their distributed computing services.
• Knowledge of financial markets, particularly equity derivatives, is a plus.
• Experience with DevOps practices and tools in a distributed systems context.

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

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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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Anticipated Posting Close Date:

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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.

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