Citi Group Quantitative Developer Credit AVP 

United Kingdom, England, London 

827747964

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.

As regulatory demands continue to tighten—especially around model testing—Citi is investing in advanced solutions to meet these requirements and drive our strategic vision of unified tools and processes across all asset classes.

What you’ll do

• Working as part of a team as well as on an individual basis
• Develop analytics libraries used for pricing and risk-management (C++, Python) on Windows and Linux
• Testing and reporting framework development including tools.
• Technical and design support for Quants and library users
• Support quantitative models for the trading business using a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++ including STL, object-oriented software design, Python.
• Library extensions and enhancements as dictated by the trading desks.
• Collaborate closely with other asset classes, Traders, Structurers, and technology professionals.

What we’ll need from you:

• Strong C++ and Python programming skills
• Advanced ability in library development on Windows and Linux
• commercial awareness
• Master’s and/or PhD
• Ability to focus on major projects, and deliver promptly, whilst juggling the day-to-day requirements that come up.
• Ability to clearly communicate progress and importance of projects to non-technical clients of the library.

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
• Exclusive discounts for employees, family, and friends
• Access to an array of learning and development resources

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

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

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