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 _roots_ , 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**

+ Design, develop, and enhance quantitative libraries used for pricing and risk management
+ Create, implement, and support quantitative models for the trading business using advanced mathematical and computational techniques
+ Apply high‑performance computing methods, in...