Quantitative Developer, VP

Citi • New York, NY

5d

About The Position

This Quant Developer role focuses on using existing information from multiple datasets. Through the application of coding, coupled with a strong business acumen you will be responsible for the preparation of information that will be used by senior management to help them better understand how the markets business would likely react under various scenarios, through the provision of MI data. This role will appeal to individuals who have computer programming skills, are highly numerate with a quantitative mindset and are able to work quickly to be able to provide time sensitive reporting to senior stakeholders. You will need to support and collaborate across various business lines including Quants, IT, and project management teams, as well as trading and structuring desks to be effective.

Requirements

• This is a not an entry level role, previous experience in a similar role is required.
• Excellent technical and programming skills in Python and C++
• Experience working within the Rates product and knowledge/interest around Interest rates is desirable
• Masters/ PhD in Maths, Physics, Engineering or similar degree.
• Ability to clearly communicate progress and importance of projects to non-technical clients of the library.
• Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up

Nice To Haves

• Experience working within the Rates product and knowledge/interest around Interest rates is desirable

Responsibilities

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage a wide variety of computer science and mathematical methodologies and tools, primarily in Python, with C++ also being used more extensively.
• Work in close partnership with Citi control functions to ensure appropriate governance and control infrastructure.
• Rapid prototyping of ideas whilst maintaining a high degree of data integrity, to provide business information under a quick turnaround time.
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.

Benefits

• In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
• Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
• Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
• For additional information regarding Citi employee benefits, please visit citibenefits.com.
• Available offerings may vary by jurisdiction, job level, and date of hire.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees