Python Quantitative Developer

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 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.

Job Overview

Markets Quantitative Analysis Department (MQA) is a division of the Global Markets business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the desktop and to Technology for incorporation into the Firm’s books and records systems. MQA’s responsibilities span the G10 Rates, Local Markets, Credit, Commodities, FX, Equity, Equity Hybrids and Mortgage/Securitized markets businesses.

We are expanding our team and seeking a highly experienced Developer who is enthusiastic about Quantitative solutions and infrastructure.

What you will do:

• Development and maintenance of the in-house python Analytical infrastructure

• Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques

• Work on general efficiency improvement and optimization of the analytical library

• Work on Regulatory and Governance based projects across a range of the asset classes

• Work with Quant teams to standardize regulatory and infrastructural solutions

• Extensive training will be given to the candidate both onsite in Budapest and offsite in London and/or New York. The candidate will have daily contacts with supervisor(s) and will receive interactive training from various members of the Global team, including introduction and intermediary financial courses as well as Business training. The candidate will also participate to the team weekly meetings across regions.

What we will need from you:

• 1-2 years relevant experience in  a Quantitative Developer role or Software development experience

• Good command of programming using Python

• Understanding distributed infrastructures: MQs, Service discovery, Python, Asyncio, SQL, MongoDB, React is an advantage

• Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities as advantage

• Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA an advantage

• BSc / MSc in Software Engineering, Computer Science, Natural Sciences or Economics

What we can offer you:

• Cafeteria Program

• Home Office Allowance (for colleagues working in hybrid work models)

• Paid Parental Leave Program (maternity and paternity leave)

• Private Medical Care Program and onsite medical rooms at our offices

• Pension Plan Contribution to voluntary pension fund

• Group Life Insurance

• Employee Assistance Program

• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed

• Flexible work arrangements to support you in managing work - life balance

• Career progression opportunities across geographies and business lines

• Socially active employee communities with diverse networking opportunities

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-MR1

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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