This Quant Developer role is focused on the Quant Development side of the Quant Analytics team. In addition to providing technical support, the QDs in this team focus on tools, library architecture, testing and releases as well as development work with some focus on mathematical modelling. Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential for this role. As the business is subject to increasingly strict demands from regulators, in particular with respect to model testing, investment is necessary to support these new regulatory requirements and Citi’s strategic initiative to unify tools and processes across every asset class.
You will be joining an established desk looking to further expand its product offering, working as part of a regulatory driven project team.
What you will do will be varied day to day, but the key drivers for the role are :
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Create, implement, and support analytics and testing for Markets Front Office with a focus on the Commodities asset class
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Leveraging a wide variety of computer science and mathematical methods and tools, primarily in Python, with C++ also being used more extensively.
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Working with Quant libraries using both Windows and Linux, re-architecting including analytical code and creating extensions and enhancements as directed by the trading desks.
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Providing technical and design support for Quants, and supporting clients of the library
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Work in close partnership with Citi control functions to ensure appropriate governance and control infrastructure.
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Rapid prototyping of ideas whilst maintaining a high degree of data integrity, to provide business information under a quick turnaround time.
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Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
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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 will need from you:
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An individual who has excellent technical/programming skills in Python and C++.
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Experience in a comparable quantitative development role, ideally in the financial sector
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An ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up
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Financial product knowledge and related quantitative methods would be a distinct advantage.
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Consistently demonstrates clear and concise written and verbal communication skills and has the ability to clearly communicate progress and importance of projects to non-technical clients of the Library
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We would require a numerate and computational master’s degree or PHD. A bachelors only degree would be considered if you are able to demonstrate your quantitative/coding skills through other means such an online coding libraries and tools.
What we will provide you:
This role provides an opportunity to contribute to the development and refactoring of a C++ and python analytics library and to support the business to help meet regulatory objectives . By working with many areas of the bank, this role gives you the opportunity to work closely with many of your peers and gain a strong understanding of the various asset classes that make up the markets business, a grounding which as your career develops will provide many opportunities to grow.
At Citi, we stand firm in our commitment to our values, and we look for people who share those values with us. We believe in doing what is right – for our clients and our people.
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:
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27 days annual leave (plus bank holidays)
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A discretional annual performance related bonus
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Private Medical Care & Life Insurance
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Employee Assistance Program
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Pension Plan
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Paid Parental Leave
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Special discounts for employees, family, and friends
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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.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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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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Citi is an equal opportunity and affirmative action employer.
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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