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Citi Group Quantitative Developer Hybrid 
United Kingdom, England, London 
447646948

02.07.2024

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.

What you’ll do

  • Develop FX options analytics libraries used for pricing and risk-management.
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++ including STL and Python
  • Support the release process of the FX options analytics library across various systems
  • You will support the development for various cross-asset regulatory framework across Citi
  • You will work in close collaboration with trading, structuring, sales and technology to develop novel solutions for the business.

What we’ll need from you

  • Strong programming skills in C++ and Python
  • A goodmathematical/sciencesbackground at degree level
  • Exposure to or experience with FX options or the pricing of derivatives
  • Exposure to or experience with basic software design patterns and principles
  • Consistent demonstration of clear and concise written and verbal communication skills
  • Experience with Javascript and/or the React.js framework would be useful and looked upon favourably.

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

Access to an array of learning and development resources

Institutional TradingQuantitative Analysis


Time Type:

Full time

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