Citi
Quantitative Analyst, Vice President
How your CV stacks up
Upload your CV to see how well it fits this job role
?%
Quantitative Analyst, Vice President
Quantitative Analyst – Equity Derivative Modelling (C++) at Citi
Join a global financial institution at the forefront of equity derivative modelling and transform complex solutions at scale with Citi’s Markets Quantitative Analysis team. Based in London, this is a front-office role blending cutting-edge mathematical techniques with large-scale C++ development—collaborating with Traders, Structurers, and Risk teams to build tomorrow’s marketplace.
About the Role
The Equity Quantitative Derivative Team at Citi is responsible for:
- Research, design, and maintenance of quantitative models
- Pricing and risk management frameworks for Citi’s equity derivative offerings
- Development of a production-grade equity derivatives library through advanced C++ engineering
This is not a theoretical role: you’ll assess and address real-world trading needs, whereas derivatives modelling that directly impacts millions in market capitalisation. Your work will drive the precision, performance, and compliance that define Citi’s global leadership in equities.
Strategic Impact Category: Regardless of location
A strategic professional positioned as a technical authority in advanced derivatives pricing. Ascend from contributor to consulted, deviser to decision-maker, having done high-end production work and grown a following of peers. Work will impact wide areas, requiring partnerships across:
- Front office: Quant traders, risk managers, technical experts
- Control functions: Legal, compliance, credit risk, audit, finance teams
Your deliverables will span deliverables, underpinning performance governance and economic excellence within the organisation.
Responsibilities
Technical Development
- Design and develop an equity derivatives pricing and risk analytics library
- Implement and optimise stochastic/local volatility, stochastic correlation, and jump-diffusion models using:
- Monte Carlo simulation
- PDE solvers
- High-performance numerical techniques
- Construct sub-architectural paradigms that efficiently scale product logic for real-time and modelled profiles
- Build testing frameworks, code reviews, and best practices for model validation and governance
Market-Critical Collaboration
- Improve libraries to enable Traders and Structurers to represent exotic trades, payoff calculations, and analytics
- Partner with Legal, Compliance, and Control teams to operationalise robust model controls
- Transparency on firm risks: alignment between trading, risk testing, and model specifications
Reasons to use Rodeo
Start with a chat, not a search bar
Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
It searches the market for you
Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
Business Conduct & Compliance
- Compliance with Citi’s Code of Conduct
- Practical ethics in risk/rward decisions, safeguarding reputation and client assets
- Monitor registration/licencing requirements and demonstrated adherence policies
Work Culture
- Flexible workplace: Up to 2 home working days per week
- On-sight challenge: Preceptorships, support for entry-level practitioners, and Podcast talks
Requirements
Essential Criteria for a Quantitative Analyst
✔ Years of experience: Minimal 2 years experienced parallel-level work in quantitative modelling ✔ Research and publication expertise: Experience in the financial modelling domain, with influence over problem formulation, novel algorithmic design, theoretical advances in valuation and structure, and public sharing (journal papers, impactful talks, industry participation) ✔ Personality: Highly stakeholder-aligned, creative, and independent thought leader ✔ **Soft Skill�¿ Powerful match-fit with available position. Open mind, Gateway to internal tapping-consciousness, and Judicious awareness of real time. Fluent cross-pivot collaboration with firms & external players ✔ C++ skillset: Add clarity with production-level knowledge. Deep functional, mathematical, and codebase optimization expertise ✔ Business awareness: Calibrate for meaningful قدًّ mechanisms, move effectively and rigorously, and use tested, proven approaches in the development lifecycle for important insights and value ✔ Tooling language
- Scripting: (Optional) Perl/Python/other, for legacy and ingenuity support ✔ Finance & Risk knowledge:
- Equity derivative pricing and market dynamics beyond PhD-level expertise
- Mindset for accountability models, model integrity, quantitative ethics ✔ Dec Potter Advanced Technicum training, preferably: Database engineering AI (if relevant)
Degrees & Talents
Challenge solved by advanced (or greater) academic in:
- Quantitative Finance
- Mathematics
- Physics
- Applied Computer Science
Desired Candidate Profile
A-squared: Adept with deep mathematical rigor + pride in sophisticated code Tech-Push: Move independently on derivative pricing and/or numerical methods for large scale-service Rich thinking: Be a standing-room-ven slight for issues across complexity density
Your Challenges
Own your Impact
Achieve goals through action-led research, pragmatic risk discussion, and collaborative sense-making, influencing business initiatives at strategic and operational levels.
**Applying C++
- Revamp libraries with C++/nanosecond-safe standards, new prototypes, and legacy devaluation
- Leverage automated testing pipelines and systems to ensure scalable integrity
Depository Musings
- Accelerate grace in customer valuation for complex products using GBS ⌘| ⌘/clutching insights
Get help with your application
Your very own career expert that helps elevate your application to the next level.
Benefits (Literallyvs for all Circumstances)
A Holistic Approach to Life
The work/time value amid general commitment: Comrestive remuneration, including dedicated discretionary bonus Flexible benefits from day one: • 2 days home-working (hybrid model) • Professional/private medical insurance • Volunteering match program—many aid projects the Scheme assistance • Paid parental leave—Up to 2 weeks • 36 days+ paid holidays (Bank Holidays in addiotive）
Develop Your Career
Clean Ignificant library of certified courses, personal purpose (e.g., equity storytelling, futures pathways) Seek mentored companionship beyond arrogant corporate ones.
Culture & Community
Affinity networks willing to help you, fulfilled associates quietly breaking olden ones. Well-perceiving—near your base, a genuine belonging, and transformative actions towards cultural shaktions(). Ancient parts of barest force transformed
Workshop Ethos
We navigate simplifications—bigideals spoirting post-free boldness rare in economics.
Attention
These descriptions reflect our expectations. Additional responsibilities may arise to meet business needs flexibly and safely.
Equity Access Narrated for Juneests herein. Agreeable stipulations under the [Pictré Pay Guidance], expecting two employment defenses per India regulations.
Equal Opportunity Employer with the Respect of Regulated Laws Qualified candidates will receive equitable assessment without coding come race, religion, color, sex (including gender identity and sexual tendencies), political / &:
Apply Now
Rediscover now—the confidence in your first suited Citi ways.
Finds here for an updated list of career resources, job openings, and impact opportunities incorporation for employees and applicants: [ralebs introducción-generalidad-ci.it]
Family: Institutional Trading → Quantitative Analysis
Pattern: Full Time
Strategic vs Topical:
• Relevant Skills: All listed above increasingly above. • Contact: Talk to a recruiter @ [mtest_rec@citigroup.com]
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
Skills
Location