The Company is seeking a Vice President for a Front Office Equity Derivatives Quant role with a focus on C++ pricing models. The successful candidate will be part of a dynamic team responsible for the research, development, and maintenance of pricing and risk models that are integral to the global equity derivatives business. This high-impact position requires a professional who can design, build, and enhance production-grade pricing libraries for equity derivative products, ensuring robust model integration and engineering excellence. The role also involves the implementation and maintenance of various derivative pricing models using advanced numerical methods, as well as the development of analytics libraries for real-time pricing and risk management. Applicants must have a demonstrable background in quantitative modeling or analytics within the financial services industry, with expert-level C++ development skills and a deep understanding of derivatives pricing, particularly in equity derivatives. The role demands a candidate with advanced degrees in a quantitative discipline and a strong command of numerical methods such as Monte Carlo simulation and PDE solvers. The ideal candidate will have clear communication skills and the ability to collaborate with traders, structurers, and technology teams to deliver quantitative solutions that meet business needs. Experience with scripting languages in a financial markets context and a practical understanding of equity exotic products are beneficial.

Hiring Company

Citi