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 supplying financial services that enable growth and economic progress.
What you will do
- You will work in close collaboration with trading, structuring, sales, and technology to develop novel solutions for the business.
- Create, implement, and support quantitative models for the trading business using a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++, and Python.
- Develop FX options analytics libraries used for pricing and risk-management.
- You will support the development for various cross-asset regulatory framework across Citi.
- Work in partnership with control functions to ensure appropriate governance and control infrastructure.
What we will need from you
- Excellent mathematical and financial modelling skills.
- Strong programming skills in C++.
- Experience in comparable quantitative modelling or analytics role in financial sector. Experience in FX options is valuable but not necessary.
- Knowledge of financial products and numerical methods such as PDEs (partial differential equations) and Montecarlo.
- MSc or PhD degree in a quantitative subject.
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
Institutional TradingQuantitative Analysis
Time Type:
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