Hybrid Front-Office Quant, Equity Derivatives Pricing in C++

Citi is seeking a Quantitative Analyst to join its Equity Quantitative Derivative team within Markets Quantitative Analysis. You will merge advanced derivatives modelling with large-scale C++ development to build production-grade analytics libraries used by traders and structurers.

The role involves pricing models (Monte Carlo, PDEs), real-time analytics, and collaboration with traders, structurers, and technology teams in a hybrid, front-office setting.