Quantitative Developer, AVP (Hybrid)

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 and communication to the Markets Quantitative Analytics (MQA) department at Citi, London. The team are currently looking to hire a Quantitative Developer.

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 desks and structurers to be effective.

You will be joining an established desk looking to further expand its product offering, working as part of a regulatory driven project team.

What you will do will be varied day to day, but the key drivers for the role are:

• Create, implement, and support analytics and testing for Markets Front Office Counterparty Credit Risk (CCR) Risk weighted Assets (RWA), XVA and similar calculations across multiple asset classes.

• Leveraging a wide variety of computer science and mathematical methods 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 will need from you:

• An individual who has excellent technical/programming skills in both Python and C++.

• Ideally experience in a comparable quantitative development role, ideally in the financial sector, however we would also consider individuals who have very strong academics and have limited but relevant work experience gained through internships and placements

• Financial product knowledge and related quantitative methods would be a distinct advantage.

• Consistently demonstrates clear and concise written and verbal communication skills.

• We would require a numerate and computational master’s degree or PHD. A bachelors only degree would be considered if you are able to demonstrate your quantitative/coding skills through other means such an online coding libraries and tools.

What we will provide you:

This is a role that will help develop a deep understanding of the markets you will be operating in and how they function. By working with many areas of the bank, this role gives you the opportunity to work closely with many of your peers and gain a strong understanding of the various asset classes that make up the markets business, a grounding which as your career develops will provide many opportunities to grow.

At Citi, we stand firm in our commitment to our values, and we look for people who share those values with us. We believe in doing what is right – for our clients and our people.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• 27 days annual leave (plus bank holidays)

• A discretional annual performance related bonus

• Private Medical Care & Life Insurance

• Employee Assistance Program

• Pension Plan

• Paid Parental Leave

• Special discounts for employees, family, and friends

• Access to an array of learning and development resources

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.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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