We are 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 , Citi’s core high‑performance C++ numerical library. The roots library underpins pricing and risk infrastructure used across multiple asset‑class quantitative teams and is engineered for maximum accuracy and performance on modern hardware.

The team works closely with front‑office quantitative groups and trading desks, tackling critical performance, scalability, and stability challenges across Citi’s derivatives pricing stack.

Responsibilities