Lead Engineer, Hybrid-Cloud Quant Pricing Platform

Citibank, N.A. United Kingdom is seeking a Lead Engineer to architect and build a global Quant Pricing Platform.

This role owns the core platform that orchestrates large-scale pricing models across a hybrid cloud, delivering fast and precise risk P&L calculations for front-office quants. You will lead distributed compute, design job scheduling, data logistics, and monitoring with ML for anomaly detection, partnering with quants to onboard C++ and Python pricing models.