Quant Developer, VP

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

This Quant Developer role focuses on using existing information from multiple datasets. Through the application of coding, coupled with a strong business acumen you will be responsible for the preparation of information that will be used by senior management to help them better understand how the markets business would likely react under various scenarios, through the provision of MI data. This role will appeal to individuals who have computer programming skills, are highly numerate with a quantitative mindset and are able to work quickly to be able to provide time sensitive reporting to senior stakeholders. You will need to support and collaborate across various business lines including Quants, IT, and project management teams, as well as trading and structuring desks to be effective. What you'll do

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage a wide variety of computer science and mathematical methodologies and tools, primarily in Python, with C++ also being used more extensively.
• Work in close partnership with Citi control functions to ensure appropriate governance and control infrastructure.
• Rapid prototyping of ideas whilst maintaining a high degree of data integrity, to provide business information under a quick turnaround time.
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.
• Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in programming, C++ and problem solving to Citi's Markets Quantitative Analysis Rates team., Prior relevant experience
• Excellent technical and programming skills in Python and C++
• Experience working within the Rates product and knowledge/interest around Interest rates is desirable
• 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
• Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact., By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.