Quantitative Analyst, Vice President

This role focuses on the research, development, and maintenance of quantitative models for pricing and risk management within Citi's Equity Derivative franchise. The Quantitative Analyst will contribute to designing and developing a production-grade equity derivatives library by combining advanced derivatives modeling with C++ development. The position involves implementing numerical techniques, optimizing codebases, and collaborating closely with traders, structurers, and control functions to ensure governance and compliance.