Quant Developer VP — Front Office Rates, Python/C++ London

Citi; New York (NY); Hybrid; USD 159,000 - 238,000; Full time

Job summary

Citi in London is seeking a Quant Developer at VP level to join the Markets Quantitative Analysis Rates team. You will apply programming skills to build analytics and MI data for senior management.

The role requires strong Python and C++ expertise, numeracy and the ability to deliver time-sensitive reporting across Quants, IT and trading desks.

Masters or PhD in maths, physics, engineering or similar is preferred; experience with rates products is desirable; hybrid work arrangement in London.

Qualifications

• Strong programming skills in Python and C++.
• Masters/PhD in Maths, Physics, Engineering or similar.

Responsibilities

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage Python and C++ to develop analytics and MI data for senior management.
• Collaborate with Quants, IT, project management, and trading desks to deliver timely reports.
• Rapid prototyping with data integrity for quick turnaround reporting.
• Support governance and control infrastructure with Citi control functions.
• Assess risk/reward of transactions and communicate implications to stakeholders.

Skills

Python

C++

Problem solving

Education

Masters/ PhD in Maths, Physics, Engineering or similar

Tools

Python

C++

Job description

Citi in London is seeking a Quant Developer at VP level to join the Markets Quantitative Analysis Rates team. You will apply programming skills to build analytics and MI data for senior management.

The role requires strong Python and C++ expertise, numeracy and the ability to deliver time-sensitive reporting across Quants, IT and trading desks.

Masters or PhD in maths, physics, engineering or similar is preferred; experience with rates products is desirable; hybrid work arrangement in London.