Lead Quant Developer – Markets Rates & Analytics

Citigroup Inc.; City of Westminster; On-site; GBP 90,000 - 150,000; Full time

Job summary

Citigroup Inc. in London seeks a Quant Developer to translate data into MI for senior management, focusing on Markets Front Office Interest Rates. You will combine Python and C++ with strong numeracy and business acumen to deliver time-sensitive reporting to stakeholders.

You will collaborate across Quants, IT, project management, and trading desks, rapidly prototype ideas while maintaining data integrity, and contribute to governance and controls within Citi.

Qualifications

• Strong programming skills in Python and C++.
• Quantitative mindset with numeracy and business acumen.
• Experience working with Markets Front Office Interest Rates is a plus.

Responsibilities

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage Python and C++ methodologies and tools.
• Collaborate with Citi control functions to ensure governance and control infrastructure.
• Rapid prototyping of ideas while maintaining data integrity for quick turnaround reporting.
• Ensure responsible finance, governance, and ethics in decisions.
• Assess risk/reward of transactions and communicate impact to stakeholders.
• Engage with Quants, IT, project management, and trading desks to deliver results.

Skills

Python

C++

Education

Masters/PhD in Maths, Physics, Engineering

Job description

Citigroup Inc. in London seeks a Quant Developer to translate data into MI for senior management, focusing on Markets Front Office Interest Rates. You will combine Python and C++ with strong numeracy and business acumen to deliver time-sensitive reporting to stakeholders.

You will collaborate across Quants, IT, project management, and trading desks, rapidly prototype ideas while maintaining data integrity, and contribute to governance and controls within Citi.