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Quantitative Developer (Hybrid)



10d ago

  • Job
    Junior & Mid Level
  • Software Engineering
  • London


  • Strong programming skills in C++ and Python
  • A good mathematical/sciences background at degree level
  • Exposure to or experience with FX options or the pricing of derivatives
  • Exposure to or experience with basic software design patterns and principles
  • Consistent demonstration of clear and concise written and verbal communication skills
  • Experience with Javascript and/or the React.js framework would be useful and looked upon favourably.


  • Develop FX options analytics libraries used for pricing and risk-management.
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++ including STL and Python
  • Support the release process of the FX options analytics library across various systems
  • You will support the development for various cross-asset regulatory framework across Citi
  • You will work in close collaboration with trading, structuring, sales and technology to develop novel solutions for the business.

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Mission & Purpose

Citigroup Inc. or Citi is an American multinational investment bank and financial services corporation headquartered in New York City. Citi's operation is to provide financial services that enable growth and economic progress. Core activities are safeguarding assets, lending money, making payments and accessing the capital markets.


  • Live Well, Stay Healthy

    Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

  • Paid parental leave

    We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

  • Save well, for now and your future

    We empower our employees to manage their financial well-being and help them plan for the future.

  • Keep learning

    Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

  • Be well, take time off

    We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

  • Support Your Community

    We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.