Quantitative Analyst - C13 - NEW YORK

Citi • New York, NY

7d • $175,000 - $250,000 • Onsite

About The Position

The Quantitative Developer is a strategic technical professional who bridges the gap between quantitative research and production-grade software engineering. This role stays abreast of developments across software engineering, financial technology, and quantitative finance, contributing to the directional strategy of the trading technology function. Recognized as a technical authority in the design and delivery of high-performance, scalable systems that underpin pricing, risk, and analytics platforms. Developed communication and diplomacy skills are required in order to collaborate effectively with Quantitative Analysts, Traders, and Technology teams, translating complex mathematical models into robust, production-ready software. Work has significant impact across the trading technology landscape, directly influencing the performance, reliability, and scalability of the firm's quantitative infrastructure.

Requirements

• 6–10 years of experience in a quantitative development, financial software engineering, or comparable technical role, ideally within capital markets or a financial institution.
• Expert-level proficiency in one or more of: C++ (including STL, modern C++17/20), C#/.NET, Java, or Python with a strong emphasis on performance, code quality, and maintainability.
• Demonstrated experience building and managing CI/CD pipelines using tools such as Jenkins, Team city, GitLab CI, GitHub Actions, or equivalent; familiarity with containerization (Docker, Kubernetes) and DevOps practices.
• Strong command of software engineering principles: design patterns, test-driven development(TDD), dependency management, code versioning (Git), and automated testing
• Exposure to numerical computing and quantitative methods including Monte Carlo, PDE solvers,and linear algebra; ability to optimize and productionize research-grade code
• Proficiency with market data systems and databases : kdb+/Q, SQL (relational), and/or NoSQL data stores; experience in building high-throughput data pipelines.
• Working knowledge of financial products and derivatives, sufficient to contextualize model implementations and system requirements
• Consistently demonstrates clear and concise written and verbal communication skills, with the ability to document technical systems for both technical and non-technical audiences.
• Bachelor's/University degree in Computer Science, Software Engineering, Mathematics, Physics, or a related technical discipline

Nice To Haves

• Master's degree preferred; equivalent industry experience will be considered

Responsibilities

• Design, build, and maintain high-performance analytics and pricing libraries, ensuring reliability, scalability, and maintainability in production environments.
• Engineer and optimize quantitative model implementations using C++ and Python, with a strong emphasis on software architecture, design patterns, and object-oriented principles.
• Own the full software development lifecycle (SDLC) for quant systems — from requirements gathering and architecture design through to deployment, monitoring, and ongoing support.
• Establish and champion CI/CD pipelines, automated testing frameworks (unit, integration, and regression), and release management processes to ensure continuous and reliable delivery of quantitative libraries and applications.
• Collaborate closely with Quantitative Analysts to translate mathematical models and prototypes into production-quality, version-controlled codebases.
• Build and maintain data engineering pipelines for market data ingestion, storage, and distribution using technologies such as kdb+/Q, SQL, and distributed data systems.
• Drive software engineering best practices across the quant development team, including code reviews, documentation standards, and performance profiling.
• Partner with Technology Infrastructure teams to architect and deploy scalable compute grids and cloud-based solutions for large-scale risk and pricing calculations.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure around quantitative systems.
• Build a culture of responsible finance, good governance, expense discipline, and ethics.
• Appropriately assess risk/reward of technology and architectural decisions; ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation
• Be familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services,
• Adhere to all policies and procedures as defined by your role, which will be communicated to you.
• Obtain and maintain all registrations/licenses required for your role within the appropriate timeframe.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Benefits

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level