4 days ago
London, United KingdomSenior / Staff+
Responsibilities
- Contribute to analytics libraries used for commodities pricing and risk management.
- Improve library performance, deliver new functionality, and support regulatory initiatives.
- Design and develop testing frameworks to validate release candidates and improve library reliability.
- Provide technical and design guidance to quants and library users.
- Partner with quants, structurers, and technology teams to translate requirements into library enhancements.
- Communicate technical concepts and project updates to quant, technology, and trading-desk stakeholders.
Requirements
- 5–10 years of experience in a similar technical or quantitative development role, ideally in quantitative finance.
- Strong programming skills in C++ and Python.
- Experience with object-oriented software design and development principles.
- Master’s degree required in a STEM or quantitative discipline; a PhD is preferred.
- Relevant fields include mathematics, statistics, physics, computer science, data science, machine learning, artificial intelligence, operations research, quantitative finance, econometrics, engineering, or a related field.
- Ability to manage individual projects and stakeholders while balancing day-to-day priorities.
- Clear written and verbal communication skills, including explaining technical concepts to non-technical audiences.
Benefits
- Hybrid work model with three days in the office and two days working remotely each week.
- Exposure to complex pricing and risk challenges across multiple asset classes.
- Collaboration with quant and technology teams across Citi’s global markets business.
- Ongoing learning and development opportunities.
- Financial wellbeing programs and long-term career support.
- Full-time role.
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.