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Senior Engineer - Equities Exotic Derivatives Technology Platform

Overview

Citi is a world-leading global bank. We have approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. We provide consumers, corporations, governments, and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. We enable clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity.

What We do / The Team

Citi's Equities Technology team is undergoing significant growth and investment, specifically within derivatives trading, analytics and structuring teams. We are seeking a senior developer to buildout a green-field platform for the Exotics and Hybrids trading desks, from pre-trade pricing through to booking and risk. If you thrive in a fast-paced, collaborative environment and have a passion for markets and quantitative research, we want to hear from you!

Role Overview/What will you do:

• Partner with exotic trading desks and quants to develop distributed pricing systems.
• Develop a high-performance back testing framework to evaluate new trading strategies.
• Integrate solutions with Citi’s reference data, market data, trade booking, and order execution systems.
• Drive the design process and seek consensus on architecture with senior technology stakeholders.
• Stay up to date with open-source solutions and latest trends to accelerate business outcomes.

Key Skills and Proven Experience required

• Hands-on programming in Python and any JVM languages.
• Product knowledge of exotic equity derivatives payoffs including autocallables & barrier options.
• Cloud container technologies (AWS, Azure, GCP, Docker, Kubernetes).
• Developed well-defined, maintainable interfaces with quant models; expertise in pricing library design and setting up regression testing suites is essential.
• Worked on mission-critical platforms for complex financial products.

Desired Skills and Optional experience:

• Familiarity with HTML5/React web development.
• Data science stack including compute frameworks like Ray/Dask/Spark.
• Working with pricing models and tools in C++ & Excel.
• Experience with GPU programming for hardware acceleration, including CUDA.
• Quantitative finance and numerical methods applied within a trading-aligned team.
• Real-world application of generative AI prompt engineering to solve for natural language processing tasks.

What we’ll provide you

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:

• 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 Global 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.

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