Quant jobs / Citi

Markets – Quantitative Analyst

A front-office quant role in Citi Markets building pricing and risk analytics libraries and models for trading desks. The wording points to equity derivatives traders as the main users.

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 libraries for traders and structurers
Build pricing models with Monte Carlo and PDE solvers
Implement and support models in C++ and other languages
Work with technology and control teams on governance

What they ask for

Required

6-10 years in quantitative modelling or analytics
C++, C# and .NET, and SQL
Statistics and probability
Monte Carlo and PDE methods
Market data exposure
Software design principles
Product knowledge in investments and quantitative methods

Preferred

Python, Java and kdb
Equity derivatives risk and pricing systems

Education: Bachelor's degree; master's preferred
Experience: 6-10 years in a comparable quant modelling or analytics role
Languages and tools: C++
C#
.NET
Java
Python
kdb
SQL
Markets: equities, options

How to prepare

Implement a Monte Carlo and a finite-difference option pricer and compare them
Study derivatives pricing theory: risk-neutral valuation and the Greeks
Practise object-oriented C++ with the STL
Learn how pricing libraries are validated and controlled

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.