Quantitative Analyst, Vice President

Job ID: 94172860720Posted: 2026-07-27Location: London, England, United KingdomCategory: Institutional Trading, ProfessionalCompany: CitiAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in to Citi’s Markets Quantitative Analysis Team.By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.Team/Role OverviewPart of Markets Quantitative Analysis, the Equity Quantitative Derivative Team is responsible for the research, development, and maintenance of quantitative models for pricing and risk management, supporting Citi's Equity Derivative franchise. This team is seeking a high-calibre Quantitative Analyst to contribute to model research and to the design and development of a production-grade equity derivatives library. This is a front-office role combining advanced derivatives modelling with C++ development at scale.The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise.Developed communication and diplomacy skills are required to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.What you'll doDevelop analytics libraries used for pricing and risk managementDesign, build, and enhance a pricing library for derivative products and ensure robust model integrationImplement and maintain derivative pricing models (e.g. stochastic/local volatility, stochastic correlation, jump), using numerical techniques for valuation including Monte Carlo methods and partial differential equation solversOptimise the core codebase to ensure performance, stability, and engineering excellenceDevelop and support product payoff scripting frameworks for flexible trade representationEstablish best practices for testing, validation, and model governanceCollaborate closely with Traders, Structurers, and technology professionalsWork in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructureBuild a culture of responsible finance, good governance and supervision, expense discipline and ethicsAppropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputationBe familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the sameAdhere to all policies and procedures as defined by your role which will be communicated to youObtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframeAppropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparencyWhat we’ll need from youDemonstrated years of experience in a comparable quantitative modelling or analytics role, preferably in the financial sectorExpert-level C++ development, including contribution to large-scale library design and developmentExperience with scripting languages and/or implementation of payoff scripting frameworksExpert-level experience in derivatives pricing and product knowledge, ideally in equity exoticsDeep knowledge of numerical methods, particularly Monte Carlo simulation and PDE solversAdvanced degree in Quantitative Finance, Mathematics, Physics, or related fieldExcellent communication and collaboration skillsConsistently demonstrates clear and concise written and verbal communication skillsThis job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as requiredWhat we can offer youWe work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.Cooperation with a high quality, international, multicultural and global team.Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.Management supporting balanced and agile work (flexible working hours, home office).A chance to make a difference with various affinity networks and charity initiatives.Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenureA discretional annual performance related bonus Private medical insurance packages to suit your personal circumstancesEmployee Assistance Programme Pension Plan Paid Parental Leave Special discounts for employees, family, and friends Access to an array of learning and development resources Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive. Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.------------------------------------------------------Job Family Group: Institutional Trading------------------------------------------------------Job Family:Quantitative Analysis------------------------------------------------------Time Type:Full time------------------------------------------------------Most Relevant Skills Please see the requirements listed above.------------------------------------------------------Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.View Citi’s EEO Policy Statement and the Know Your Rights poster.