Summary

Citi is hiring a VP quantitative analyst for its front-office equity derivatives quant team. The role focuses on C++ pricing and risk libraries, derivatives modelling, numerical methods, and payoff scripting in a hybrid working arrangement.

Responsibilities

• Design and enhance equity derivatives pricing libraries
• Implement stochastic and local volatility models
• Develop real-time pricing and risk analytics
• Optimise C++ code for performance and stability
• Build payoff scripting frameworks for trade representation
• Establish model testing, validation, and governance practices
• Translate trader needs into quantitative solutions