Citi Quant Developer in London, United Kingdom

  • Primary Location: United Kingdom,England,London

  • Education: Bachelor's Degree

  • Job Function: Trading

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 18060527

Description

Citi

Quant Developer

Competitive Salary Offered

Job Purpose:

This role is focused on the Quant Development (QD) side of the FX Quant team. The QDs in this team focus on tools, library architecture, testing and releases in addition to any development work with some focus on mathematical modeling.

Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential.

Job Background/context:

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.

Key Responsibilities:

Working as part of a team as well as on an individual basis

Testing and reporting framework development including tools

Library development on Windows and Linux

Library re-architecting (under direction) including analytical code

Library extensions and enhancements as dictated by the trading desks

Liaising with quant groups in other asset classes

Communication across all asset classes, IT and the trading desks

Development Value:

Opportunity to contribute to the development and refactoring of a C++ FX analytics library and to support the business to help meet regulatory objectives.

Exposure to analytics and users across IT, Risk, Structuring and Trading.

Qualifications

Knowledge/Experience:

Extensive years of experience in a technical environment

Skills:

Strong C++ and Python essential.

Qualifications:

Good relevant degree (E.g. Computer Science, Maths, Engineering, Physics).

Competencies:

Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up. Ability to clearly communicate progress and importance of projects to non-technical clients of the Library.

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Valuing Diversity:

Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success.

Citi is an Equal Opportunities Employer

Closing Date: 11 October 2018

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.