4 days ago
London, United KingdomSenior
Responsibilities
- Develop analytics libraries for pricing and risk management using C++ and Python on Windows and Linux.
- Build testing and reporting frameworks and related tools.
- Provide technical and design support to quantitative researchers and library users.
- Support quantitative models for the trading business using mathematical and computer science methods.
- Deliver library extensions and enhancements requested by trading desks.
- Collaborate with other asset classes, traders, structurers, and technology professionals.
- Communicate project progress and priorities clearly to non-technical library clients.
Requirements
- Strong C++ and Python programming skills.
- Advanced ability in library development on Windows and Linux.
- Master's or PhD degree.
- Experience with C++, including STL, object-oriented software design, Python, and hardware acceleration.
- Ability to manage major projects while handling day-to-day requirements.
- Commercial awareness and clear communication skills.
- Proficiency with modern AI tools.
Benefits
- Hybrid working model with up to two days working from home per week.
- At least 27 days of holiday plus bank holidays, increasing with tenure.
- Discretionary annual performance-related bonus.
- Private medical insurance.
- Employee Assistance Program.
- Pension Plan.
- Paid parental leave.
- Exclusive discounts for employees, family, and friends.
- Access to learning and development resources.
- Full-time position based in Citi London.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.