Quantitative Developer (VP)

Citi • New York, NY

4d • $175,000 - $250,000 • Onsite

About The Position

We are seeking an experienced Quantitative Developer to join our Markets Quantitative Analytics team, partnering closely with Quantitative Analysts, Traders, and Technology professionals to build the next generation of pricing, risk, and analytics platforms. This is a hands-on technical role for a highly skilled software engineer with a passion for quantitative finance. You will be responsible for designing and delivering high-performance, scalable solutions that support front office trading businesses across asset classes. The role offers the opportunity to work on complex quantitative challenges, modern engineering practices, and large-scale distributed systems while helping shape the strategic direction of Citi's quantitative technology platform. Successful candidates will combine strong software engineering expertise with an understanding of quantitative methodologies and financial markets, translating sophisticated mathematical models into robust, production-grade solutions.

Requirements

• 6-10 years of experience in quantitative development, financial software engineering, or a related technical field.
• Strong programming experience in one or more of the following: C++, Python, C#/.NET, or Java.
• Deep understanding of software engineering fundamentals, including object-oriented design, design patterns, code quality, testing frameworks, and version control.
• Experience building and maintaining CI/CD pipelines and modern software delivery processes.
• Knowledge of numerical methods and quantitative techniques such as Monte Carlo simulation, linear algebra, optimization, or derivatives analytics.
• Experience working with market data systems, databases, and large-scale data processing environments.
• Ability to communicate effectively with both technical and non-technical stakeholders.
• Strong analytical and problem-solving skills with a focus on delivering business impact.

Nice To Haves

• Experience with modern C++ (C++17/20) and high-performance computing environments.
• Knowledge of kdb+/Q, SQL, and distributed data platforms.
• Experience with cloud technologies, containerization, and orchestration platforms such as Docker and Kubernetes.
• Understanding of financial products, derivatives, pricing models, and risk management concepts.
• Experience supporting front-office trading or quantitative research teams.

Responsibilities

• Design, develop, and maintain high-performance pricing, risk, and analytics libraries used across Global Markets.
• Partner with Quantitative Analysts to transform research models and prototypes into scalable, production-quality software.
• Build and optimize quantitative applications using modern C++ and Python, applying strong software architecture and engineering principles.
• Own the full software development lifecycle, including requirements gathering, design, implementation, testing, deployment, and ongoing support.
• Drive engineering excellence through CI/CD adoption, automated testing, code reviews, and software quality best practices.
• Develop and maintain market data platforms and data pipelines supporting analytics, pricing, and risk workflows.
• Work with infrastructure teams to leverage distributed computing, cloud technologies, and scalable architectures for large-scale calculations.
• Improve performance, reliability, and maintainability of existing quantitative systems through profiling, optimization, and refactoring.
• Contribute to technology strategy and architectural decisions across the quantitative development landscape.
• Collaborate with business, risk, compliance, and control functions to ensure robust governance and operational resilience.

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: Manager