Front Office Equity Derivatives Quant (C++ Pricing Models), VP
- Location
- Greater London, England, United Kingdom
Citi is looking for a Quantitative Analyst to join its Equity Quantitative Derivative team within Markets Quantitative Analysis — a front-office group responsible for the research, development, and maintenance of pricing and risk models that underpin Citi's global Equity Derivatives franchise. In this role … reliability of Citi's equity derivatives platform. Responsibilities Design, build, and enhance a production-grade pricing library for equity derivative products, ensuring robust model integration and engineering excellence. Implement and maintain derivative pricing models — including stochastic and local volatility, stochastic correlation, and jump processes ...