Senior Equity Derivatives Quant (C++) - Hybrid London

Citigroup Inc. is seeking a Front Office Equity Derivatives Quant (C++ Pricing Models) in London. You will design and maintain a production-grade pricing library, implement advanced derivative models, and develop analytics for real-time pricing and risk management.

The role combines quantitative modelling with large-scale C++ development in a hybrid office setting. You will work closely with traders, structurers, and technology teams, applying Monte Carlo and PDE techniques to equity