Quantitative Developer, VP

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in programming, C++ and problem solving to Citi’s Markets Quantitative Analysis Rates team.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Role Overview

This Quant Developer role focuses on using existing information from multiple datasets. Through the application of coding, coupled with a strong business acumen you will be responsible for the preparation of information that will be used by senior management to help them better understand how the markets business would likely react under various scenarios, through the provision of MI data. This role will appeal to individuals who have computer programming skills, are highly numerate with a quantitative mindset and are able to work quickly to be able to provide time sensitive reporting to senior stakeholders. You will need to support and collaborate across various business lines including Quants, IT, and project management teams, as well as trading and structuring desks to be effective. 

What you’ll do

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.

• Leverage a wide variety of computer science and mathematical methodologies and tools, primarily in Python, with C++ also being used more extensively. 

• Work in close partnership with Citi control functions to ensure appropriate governance and control infrastructure. 

• Rapid prototyping of ideas whilst maintaining a high degree of data integrity, to provide business information under a quick turnaround time. 

• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics. 

• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation. 

What we’ll need from you

• This is a not an entry level role, previous experience in a similar role is required.  

• Excellent technical and programming skills in Python and C++

• Experience working within the Rates product and knowledge/interest around Interest rates is desirable

• Masters/ PhD in Maths, Physics, Engineering or similar degree.

• Ability to clearly communicate progress and importance of projects to non-technical clients of the library. 

• Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up

What we can offer you

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: 

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure

• A discretional annual performance related bonus 

• Private medical insurance packages to suit your personal circumstances

• Employee Assistance Program  

• Pension Plan 

• Paid Parental Leave 

• Special discounts for employees, family, and friends 

• Access to an array of learning and development resources 

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-COF

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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