C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)

Overview In this role you will develop analytics libraries and quantitative models for Citi's trading business, supporting pricing, risk management, and governance. You work closely with Traders, Structurers, and technology teams to deliver robust solutions and ensure controls across Legal, Risk, Audit, and Compliance.

You will apply advanced math, programming, and numerical methods to price complex instruments and assess risk. This opportunity lets you shape quantitative tools that scale with a global trading desk and uphold responsible finance and ethics.

Responsibilities Develop analytics libraries for pricing and risk-management Create, implement, and support quantitative models for the trading business using multiple programming languages and methods Develop pricing models via numerical techniques including Monte Carlo methods and PDE solvers Collaborate with Traders, Structurers, and technology professionals Engage with control functions to ensure governance and control infrastructure Promote a culture of responsible finance, governance, and ethics Assess risk/reward of transactions and ensure team understanding of firm reputation Adhere to Citi's Code of Conduct and supervision plans; maintain required registrations/licenses Key requirements Experience in a comparable quantitative modeling or analytics role in the financial sector Technical/programming

skills

C#/.Net, SQL, and C++ Exposure to Market Data; statistics and probability calculations; using probability theory to evaluate risks; software design principles Product knowledge, Investments and Quantitative Methods Clear and concise written and verbal communication skills communication skills diplomacy and influence cross-functional collaboration C#/.Net SQL C++

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