Citi Group Quantitative Investment Strategies 

United Kingdom, England, London 

143455210

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.

The investment strategies span many asset classes including both exchange traded and OTC products and index valuation, and rebalance is based on a mix of market prices and purpose-built pricing models.

What you’ll do

• Core work, new investment strategies:

  • Analyse new index rules to work out which existing models can be used, and new models that are required.

  • Work with structuring team to streamline implementation phase.

  • Implement new models in existing C++ library framework.

  • Define index configurations and generate historical back tests. Tie out with business and a secondary implementation team.

  • Add index into library and set up historical tests.

• Additions to mathematical framework

  • Work on new simplified pricing models or risk models used in some strategies.

  • Work on new methods for solving allocation problems.

• Additions to computational framework

  • Extend framework as needed to support new markets or different strategies.

  • Improve framework for more efficient development of new models.

What we’ll need from you

• Excellent technical/programming skills in C++, Python beneficial.

• Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.

• Financial product knowledge and related quantitative methods would be beneficial.

• Able to consistently demonstrate clear and concise written and verbal communication skills.

• A PhD, Master’s, or bachelor’s degree in a technical discipline such as statistics, computer science, mathematics, physics, quantitative finance, operations research or similarWhat we can offer you

This is a role that will bring you close to a successful business and will give you an opportunity to expand your technical skills, investment strategy techniques and give you exposure to a wide variety of markets. You will be working in a global team of less than 10 people but will also interact daily with our partners in structuring, trading, and administration. You will be part of MQA which provides a wide variety of opportunities in Quantitative Finance.

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:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.

• A discretional annual performance related bonus

• Private medical insurance packages to suit your personal circumstances.

• Employee Assistance Program

• Pension Plan

• Paid Parental Leave

• Special discounts for employees, family, and friends

• Access to an array of learning and development resources

Time Type:

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