2 months ago
London, United KingdomEntry Level
Responsibilities
- Build, maintain, and develop the analytics library supporting real-time and end-of-day FX Options pricing and risk management.
- Develop production software in C++ and Python using object-oriented design and performance optimization techniques.
- Use grid distribution, calculation graphs, internal Citi libraries and frameworks, and hardware acceleration to optimize analytics.
- Provide technical support to quantitative analysts and help move their changes into production.
- Integrate releases, functionality, and models into risk and trading infrastructure with technology teams.
- Ensure model outputs and system behavior align with the firm’s risk and conduct standards.
Requirements
- Demonstrated practical software engineering ability in C++ and Python.
- Bachelor’s degree or equivalent experience in mathematics, computer science, physics, engineering, or a related discipline.
- Clear written and verbal communication skills and the ability to explain technical concepts to non-technical partners.
- Beneficial qualifications include exposure to FX Options or other derivatives, financial services experience alongside trading or quantitative research teams, performant code development, quantitative methods, investment products, and market data structures.
Benefits
- Hybrid London working model with up to two days working from home per week.
- Full-time employment with a competitive base salary and discretionary annual performance-related bonus.
- At least 27 days of holiday plus bank holidays, increasing with tenure.
- Private medical insurance, Employee Assistance Program, pension plan, and paid parental leave.
- Employee discounts and 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.