Hybrid VP Quant Developer – Rates Analytics (Python/C++)

Citibank (Switzerland) AG; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work model (London)

Job summary

Citi is seeking a Quant Developer in London to join the Markets Quantitative Analysis Rates team. The role focuses on producing analytics, MI data, and quick, data-driven insights for senior management and cross-functional partners in Quants, IT, and trading desks.

Ideal candidates have strong programming in Python and C++, a quantitative mindset, and a Masters/PhD in a relevant field. Hybrid work arrangement in London, with exposure to front office rate desks and governance processes.

Qualifications

• Prior relevant experience.
• Excellent technical and programming skills in Python and C++.
• Experience working within the Rates product.
• 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.

Responsibilities

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage Python and C++ to develop analytics and tooling.
• Collaborate with Citi control functions for governance and controls.
• Prototype ideas quickly while maintaining data integrity for timely MI.
• Support senior stakeholders with timely information and reporting.

Skills

Python

C++

Quantitative analysis

Problem solving

Communication

Education

Masters/PhD in Maths/Physics/Engineering

Job description

Citi is seeking a Quant Developer in London to join the Markets Quantitative Analysis Rates team. The role focuses on producing analytics, MI data, and quick, data-driven insights for senior management and cross-functional partners in Quants, IT, and trading desks.

Ideal candidates have strong programming in Python and C++, a quantitative mindset, and a Masters/PhD in a relevant field. Hybrid work arrangement in London, with exposure to front office rate desks and governance processes.