Front Office Equity Derivatives Quant (C++ Pricing Models), VP

Citi is looking for a Quantitative Analyst to join its Equity Quantitative Derivative team within Markets Quantitative Analysis – a front-office group responsible for the research, development, and maintenance of pricing and risk models that underpin Citi’s global Equity Derivatives franchise. In this role, you will combine advanced derivatives modelling with large-scale C++ development, building production-grade analytics libraries used directly by traders and structurers. This is a high-impac…