The Market Quantitative Analysis (MQA) team is looking for a Quantitative Analyst to support the front office In-Business Risk team working along with quants, trading and XVA desks.

The Quantitative Developer is a seasoned professional software development role. Quantitative Developers sit at the junction between models, trading and technology. A successful candidate will have the opportunity to work alongside the quant team on an interactive software package written in Python and TypeScript for analyzing and optimizing risk appetite and risk capital.

Responsibilities:

Working as part of a team as well as on an individual basis on pricing and risk analytics software
Create, implement, and support quantitative analytics products for the trading business leveraging a wide variety of software engineering and computer science methods and tools including hardware acceleration, web development using JavaScript/TypeScript, object oriented software design, Python, kdb, Structured Query Language (SQL).
Working on the full stack of software development on backend, frontend, communication technologies on Windows and Linux operating systems.
Collaborate closely with Quantitative Analysts, Traders, Structurers, and technology professionals
Lead software design for the Quantitative Analyst team. Support the quant team in software architecture.
Design and implement testing and reporting frameworks development and tools.
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by your role which will be communicated to you
Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

4+ years of experience in a comparable software development role
Must have technical/programming skills; Python, TypeScript
Experience in software architecture and application design from idea to production
Desired: C++, Product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills

Education:

Bachelor’s/University degree or equivalent experience