Quant jobs / Citi

Quantitative Technology Developer – Python and C++ – Vice President

A developer role in Citi's Analytical Calculation Engine team, the platform for derivatives credit risk and exposure calculations. It sits between quant research, risk and front-office technology.

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 Python and C++ risk analytics for derivatives exposure
Integrate new pricing models into the platform
Profile and speed up large risk calculations
Extend automated testing and CI/CD pipelines
Investigate production and performance issues

What they ask for

Required

Bachelor's or master's in computer science, engineering, maths or similar
Software engineering in capital markets or risk technology
Expert Python
Strong C++
Derivatives pricing or exposure library experience
Object-oriented design, architecture and algorithms
Linux/Unix, Git, Jenkins and CI/CD

Preferred

Counterparty credit risk, exposure modelling and XVA
Derivatives across rates, credit, equities, FX and commodities
Numerical methods

Education: Bachelor's or master's in computer science, engineering, maths, financial engineering or similar
Experience: Strong software engineering experience in capital markets or risk technology; years not stated
Languages and tools: Python
C++
Markets: multi-asset, credit

How to prepare

Build a Monte Carlo exposure engine in C++ with Python bindings
Learn CVA, PFE and netting concepts
Practise writing unit and regression tests for numerical code
Study how to profile and parallelise heavy calculations

What to study

The Risk 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.