Senior C++ Developer in Quantitative Finance

Citibank (Switzerland) AG

mississauga, peel region, Canada
Full-time
Posted June 05, 2026

Job Description

Advance your career as a Senior C++ Developer, excelling in quantitative finance with a strong focus on credit risk analysis. Your in-depth knowledge of C++ and performance optimization will shine.

This role emphasizes over 6 years of expertise in C++ development or systems analysis. You will apply modern C++ idioms, OOP principles, and advanced data structures while working in a Linux/Unix environment. Familiarity with credit risk models and quantitative finance will enhance your contribution to model calibration, backtesting, and performance analysis of financial products.

Key Responsibilities:
• Develop and optimize credit risk models
• Enhance application performance using C++ techniques
• Collaborate on multi-threaded programming solutions
• Analyze financial products based on quantitative data
• Conduct model backtesting and sensitivity studies

Requirements:
• 6+ years in C++ development or systems analysi...