Quantitative Developer, VP
- Hiring Organisation
- Jobleads-UK
- Location
- Greater London, England, United Kingdom
seeking an experienced Quantitative Developer to join the Numerical Performance Group (NPG), a central specialist team within Citi’s Markets Quantitative Analysis (MQA) organisation. NPG designs, develops, and deploys roots, Citi’s core high‐performance C++ numerical library. The roots library underpins pricing and risk infrastructure used … trading business using advanced mathematical and computational techniques Apply high‐performance computing methods, including hardware acceleration and low‐level optimisation Develop pricing models using numerical techniques such as Monte Carlo methods and partial differential equation (PDE) solvers Work with technologies including C++, CUDA, Python, and adjoint algorithmic differentiation ...