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Citi · 1 day ago

Quantitative Developer, Equity Derivatives, Director

New York, NY

Full-time

Onsite

Director/Executive

$200K/yr - $300K/yr

15+ years exp

Citi is a leading global bank, and they are seeking a Quantitative Developer to lead a small team within the Equity Derivatives Quantitative team. The role involves developing analytics libraries for pricing and risk management, collaborating with traders and technology professionals, and ensuring compliance with governance and control infrastructure.

BankingFinanceFinancial Services

H1B Sponsor Likely

Responsibilities

Develop analytics libraries used for pricing and risk-management

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, Java, object oriented software design, Python, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability

Lead the design of library functionality including areas such as the Risk engine, Scenario analysis, library interface, grid computing, PAA

Design and enforce coding standards and development best practices across the wider quantitative team

Contribute to cross-asset forums around standardised tooling and design

Collaborate closely with Traders, Structurers, and technology professionals

Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure

Build a culture of responsible finance, good governance and supervision, expense discipline and ethics

Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation

Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same

Adhere to all policies and procedures as defined by your role which will be communicated to you

Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe

Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

Qualification

C++PythonQuantitative ModelingStatisticsSoftware DesignMarket DataInvestmentsQuantitative MethodsCommunication Skills

Required

15+ years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

Must have technical/programming skills; C++ & Python; Exposure to Market Data; Statistics and Probability based calculations; and Software design and principles

Must also possess any level of product knowledge, Investments and Quantitative Methods

Consistently demonstrates clear and concise written and verbal communication skills

Bachelor's/University degree

Preferred

Master's degree preferred

Benefits

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Company

Citi

Glassdoor3.8

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Founded in 1812

San Antonio, Texas, USA

10001+ employees

https://www.citi.com

H1B Sponsorship

Citi has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

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Trends of Total Sponsorships

2025 (1386)

2024 (849)

2023 (1375)

2022 (1117)

2021 (876)

2020 (901)