Quant jobs / Citi

Quant Developer – Trading Analytics – Equity Derivatives Tech

A front-office quant developer role in Citi's Equities Technology, serving the derivatives flow, delta-one and exotics desks. It builds trading analytics and desk tools for sales, traders and quants.

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.

Build real-time pricing and curve-marking tools for the derivatives desks
Write reusable libraries and APIs that quants and traders can share
Prototype AI agents that speed up desk workflows
Work with traders to take a tool from idea to production

What they ask for

Required

Strong Python and/or Java engineering
Enterprise-grade, cloud-hosted systems
Experience working directly with trading desks
Understanding of derivatives pricing and risk
Degree in engineering, computer science, maths, physics or a similar subject

Preferred

Equities markets experience
Agentic development frameworks

Education: Degree in engineering, computer science, maths, physics or a related quantitative subject
Experience: Proven experience delivering tools directly for trading desks
Languages and tools: Python
Java
Markets: equities, options

How to prepare

Build a small option-pricing and Greeks service with a clean API
Learn equity derivative basics: forwards, vanilla options and common exotics
Practise writing production-quality, tested Python or Java
Try a simple LLM-agent tool that helps with a desk-style workflow

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.