Senior Quant Developer, Rates Analytics (Python/C++)

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

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.