14 days ago
Base Salary
$175k - $250k/yr
Responsibilities
- Design, develop, and maintain high-performance pricing, risk, analytics, and market data libraries and platforms.
- Translate quantitative research models and prototypes into scalable, production-quality software.
- Build and optimize quantitative applications using C++, Python, C#/.NET, or Java.
- Own requirements gathering, design, implementation, testing, deployment, and ongoing support across the software development lifecycle.
- Drive automated testing, code reviews, CI/CD adoption, software quality, performance optimization, profiling, and refactoring.
- Develop data pipelines and work with distributed computing, cloud technologies, and scalable architectures for large-scale calculations.
- Contribute to quantitative technology strategy and architecture decisions.
- Collaborate with traders, quantitative analysts, business teams, risk, compliance, and control functions.
Requirements
- 6-10 years of experience in quantitative development, financial software engineering, or a related technical field.
- Strong programming experience in C++, Python, C#/.NET, or Java.
- Deep understanding of 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 including Monte Carlo simulation, linear algebra, optimization, or derivatives analytics.
- Experience with market data systems, databases, and large-scale data processing environments.
- Strong analytical, problem-solving, communication, and stakeholder collaboration skills.
- Master’s degree in Computer Science, Software Engineering, Mathematics, Physics, Engineering, or a related quantitative discipline.
- Preferred experience with modern C++, high-performance computing, kdb+/Q, SQL, distributed data platforms, Docker, Kubernetes, cloud technologies, containerization, orchestration, financial products, derivatives, pricing models, risk management, front-office trading, or quantitative research teams.
Benefits
- Medical, dental, and vision coverage.
- 401(k), life, accident, and disability insurance.
- Wellness programs.
- Paid vacation, sick leave, and holidays.
- Full-time role based in New York, New York.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.