VP Quantitative Developer - High-Performance Pricing

Citibank (Switzerland) AG is seeking an experienced Quantitative Developer to join the Numerical Performance Group. The role involves designing and enhancing quantitative libraries for pricing and risk management, utilizing high-performance computing methods and programming skills in C++. Candidates should possess a postgraduate degree in a numerate discipline, with a PhD preferred. This position offers the opportunity to tackle critical challenges across Citi's derivatives pricing stack while collaborating with various quant teams.