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Citi

Lead Developer – VP – XVA Technology

Posted 10 Days Ago
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In-Office
London, England, GBR
Senior level
In-Office
London, England, GBR
Senior level
Build production-grade trading analytics, real-time pricing/risk systems, backtesting/simulation frameworks, and data pipelines for equity derivatives. Partner with traders, quants and structurers to productionise models, deliver desk tooling, and improve performance, scalability and reliability of quantitative applications.
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Quant Developer – Trading Analytics – Equity Derivatives Tech

Engineer the future of global finance. At Citi, our Tech team doesn’t just support finance – we are helping to redefine it. Every day, $5 trillion crosses through our network. We do business in 180+ countries operating at a scale few can match. From deploying advanced AI to helping shape global markets, we build systems that matter. Look to join a team where your work helps influence economies, your ideas can drive innovation and outcomes, and your growth is backed by mentorship, continuous learning and flexibility with potential hybrid work opportunities. Help solve real-world challenges that touch millions and get the opportunity to build the future of finance with Citi Tech.

Equities Tech

Equities Technology at Citi is undertaking a bold, multi‑year transformation to build a best‑in‑class global platform across execution, prime, clearing and cross‑product margining. We are re‑engineering our technology estate to achieve world‑leading performance and resiliency, enabling new capabilities in advanced execution, global market connectivity, and modernised post‑trade, clearing and margin processes. Our ambition is to deliver a seamlessly integrated, highly automated platform that drives outstanding client outcomes and accelerates growth across our global franchise. As part of the team, you’ll collaborate closely with high‑calibre engineers and deeply engaged business and product partners - working together to define and deliver the next generation of Equities technology at Citi.

The Team

Citi’s Equities Technology organisation is investing in front-office quantitative development to support the Derivatives Flow, Delta 1, and Exotics desks.

We are hiring a hands-on Quantitative Developer to build data-driven, model-led trading analytics and desk tooling for Sales, Trading, and Quant teams, supporting pricing, signal generation, backtesting, risk analysis, and real-time market insight.

Role Overview

  • You will work directly with traders, quants, and structurers to design and deliver production-grade tools for the front office.
  • Build trading analytics and desk tools for the Derivatives Flow, Delta 1, and Exotics businesses. Partner with traders and quants to productionise models and analytical workflows
  • Build real-time pricing, risk, and market data analytics to support positions, Greeks, P&L, exposures, and execution monitoring.
  • Develop backtesting and simulation frameworks for equity derivatives and structured products.
  • Create data pipelines and services for market data, trade data and derived analytics.
  • Deliver tools for trade idea generation, volatility analysis, flow analysis, basket/index analytics, and hedging support.
  • Improve the desk technology stack through reusable libraries, APIs, and robust engineering practices.
  • Optimise performance, scalability, and reliability of quantitative applications.

Skills required:

  • Python data engineering stack: Pandas/Parquet/FastAPI/Jupyter/Airflow/Streamlit/Ray
  • Experience with high-performance data stores and query engines like Trino/Snowflake
  • Experience with financial concepts such as Equities / Options / Futures
  • Demonstrable evidence using agentic frameworks for Software development and experience with AI-native solutions using context engineering techniques.
  • A degree in quantitative subjects such as Engineering, Applied Mathematics, Physics, Software Engineering

Skills desired:

  • Experience with real-time streaming analytics tech like Kafka / Flink
  • Experience with cloud container technologies, e.g. AWS, Azure, GCP, Docker, or Kubernetes 

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

What we’ll provide you

By joining Citi, 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:

  • 27 days annual leave (plus bank holidays)
  • A discretional annual performance related bonus
  • Private Medical Care & Life Insurance
  • Employee Assistance Program
  • Pension Plan
  • Paid Parental Leave
  • Special discounts for employees, family, and friends
  • Access to an array of learning and development resources

Visit our About Us | Culture, Values & Benefits page to learn more.

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 energized to join us, motivated to stay and empowered to thrive.

#LI-AP2

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Job Family Group: Technology

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Job Family:Applications Development

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Time Type:Full time

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Most Relevant Skills Please see the requirements listed above.

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Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.

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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.

Citi London, England Office

33 Canada Square, London, United Kingdom, E14 5LB

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