4 days ago
London, United KingdomEntry Level
Responsibilities
- Build, maintain, and develop analytics libraries for real-time and end-of-day FX Options pricing and risk management.
- Develop production software in C++ and Python using object-oriented design, performance optimization, algorithmic optimization, grid distribution, calculation graphs, internal libraries and frameworks, and hardware acceleration.
- Develop primarily on Windows using Visual Studio, Python, PyCharm, and Jupyter Notebook, while also supporting Linux.
- Provide technical support to quantitative analysts and help move their changes into production.
- Collaborate with technology teams to integrate releases, functionality, and models into risk and trading infrastructure.
- Ensure model outputs and system behavior align with the firm's risk and conduct standards.
Requirements
- Practical software engineering ability in C++ and Python.
- Bachelor's degree or equivalent experience in mathematics, computer science, physics, engineering, or a related discipline.
- Master's degree in a relevant STEM discipline is stated as the minimum qualification.
- Clear written and verbal communication skills, including the ability to explain technical concepts to non-technical partners.
- Exposure to FX Options or other derivatives products and understanding of how they are structured and traded is beneficial.
- Experience in financial services alongside trading desks or quantitative research teams is beneficial.
- Experience writing performant code and familiarity with market data structures used in pricing and risk calculations are beneficial.
- A PhD in a relevant quantitative STEM field is preferred.
Benefits
- Full-time London role with a hybrid working model allowing up to two days working from home per week.
- Competitive base salary, reviewed annually, plus a discretionary annual performance-related bonus.
- Holiday allowance starting at 27 days plus bank holidays, increasing with tenure.
- Private medical insurance, Employee Assistance Program, pension plan, and paid parental leave.
- Employee, family, and friends discounts.
- Access to learning and development resources.
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.