Citi Group Quantitative Developer Vice President 

United Kingdom, England, London 

296683592

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.

In this role, as part of a team of cross-asset quantitative developers (QD) within Markets Quantitative Analysis (MQA), you will have the opportunity to collaborate with other Quant teams and our IT partners in Front-Office and Risk Technology, to define and implement asset-class agnostic interfaces for interacting with the Quant libraries. You will also participate in the development of common components implemented in a core library, supporting calculations of PnL, risk, stress testing, and XVA.

What you’ll do

• You will work on projects and manage your own deliverables.
• You will contribute to the development of the Xi library (C++), which supports all analytics libraries used for pricing and risk-management on Windows and Linux.
• Working closely with Quant teams from MQA and IT partners in Front-Office and Risk Technology, you will help define and document the cross-asset interfaces used to interact with the asset class libraries (XiNG).
• You will refine existing XiNG interfaces as requirements evolve.
• You will enhance the existing XiNG implementations in the asset class libraries by fixing bugs and improving performance.
• You will participate in the testing and release of the Xi library.
• You will provide support to users.

What we’ll need from you

• Strong C++ and Python programming skills. Knowledge of additional languages such as Java and C# can be beneficial.
• Experience in library development on Windows and Linux.
• Master’s or PhD.
• Ability to deliver major projects while dealing with competing priorities.
• Good verbal and written communication skills.

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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