Senior Quantitative Developer
This Citadel Securities developer works on software used for electronic trading. The position emphasises OTC pricing libraries, risk calculations and efficient C++ implementations.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Develop pricing and risk-library components.
- Profile and optimise trading software.
- Turn researcher priorities into tested implementations.
What they ask for
Required
- Quantitative analysis
- Software development
- Mathematical reasoning
- Technical communication
Preferred
- C++ and Python
- Derivatives experience
- Pricing-library design
- Relevant degree or equivalent experience
- Education
- Computing or mathematical bachelor’s/master’s study, or equivalent experience, is preferred.
- Experience
- No minimum years specified.
- Languages and tools
How to prepare
- Implement and test a derivatives pricing library.
- Profile numerical code in C++.
- Compare analytical Greeks with finite differences.
What to study
- Modern C++ for Quantitative Finance
- Derivatives Pricing and Computational Finance
- Professional Quant Practice
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Citadel Securities’s site before applying: requirements, location and pay can change after we check them.
View the posting on Citadel Securities’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citadel Securities and doesn’t handle applications.