Lead Quant Developer: Rates Analytics (Python/C++)

Citigroup Inc.; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Citi is seeking a Quant Developer for the Markets Quantitative Analysis Rates team in London. You will apply programming and quantitative skills to prepare information used by senior management to understand market reactions, delivering MI data under tight deadlines.

The role requires strong Python and C++ proficiency, a quantitative mindset, and collaboration across Quants, IT, and trading desks. Prior experience in rates is desirable and advanced degrees are valued.

Qualifications

• Strong programming skills in Python and C++ (preferred).
• Experience with data analysis and quantitative modelling.
• Ability to communicate progress to non-technical stakeholders.

Responsibilities

• Create, implement, and support analytics for Markets Front Office Interest Rates.
• Leverage Python and C++ to develop analytics and testing.
• Collaborate with Citi control functions to ensure governance and controls.
• Provide rapid data-driven insights for senior management under tight deadlines.
• Promote governance, ethics, and responsible finance in reporting.

Skills

Python

C++

Quantitative mindset

Data analysis

Education

Masters/PhD in Maths/Physics/Engineering

Job description

Citi is seeking a Quant Developer for the Markets Quantitative Analysis Rates team in London. You will apply programming and quantitative skills to prepare information used by senior management to understand market reactions, delivering MI data under tight deadlines.

The role requires strong Python and C++ proficiency, a quantitative mindset, and collaboration across Quants, IT, and trading desks. Prior experience in rates is desirable and advanced degrees are valued.