Quant Developer, VP

Citi; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

Citi's Markets Quantitative Analysis Rates team is seeking a Quant Developer to join a global financial institution in London. You will apply strong Python and C++ skills to develop analytics and support senior management with MI data, balancing speed with accuracy.

The role requires collaboration across Quants, IT, and trading desks, and demands rigorous data integrity and timely reporting for business decisions.

Qualifications

• Prior relevant experience in quantitative roles.
• Excellent Python and C++ programming skills.
• Experience with Rates product and knowledge of interest rates desirable.
• Masters or PhD in maths, physics, engineering, or similar.
• Ability to communicate progress to non-technical clients.
• Ability to focus on major projects and deliver promptly.

Responsibilities

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage Python and C++ to analyze data and build models.
• Collaborate with Citi control functions to ensure governance and control infrastructure.
• Rapid prototyping of ideas with high data integrity and quick turnaround.
• Foster responsible finance, governance, and ethics.
• Assess risk/reward of transactions and communicate implications to the team.

Skills

Python

C++

Quant mindset

Communication

Education

Masters/PhD in maths/physics/engineering

Job description

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.

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.

Role Overview

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.

What we’ll need from you

• 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

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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